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ZKB Put Warrant auf
Baloise-Holding AG

ISIN: CH1268387193 Security: 126838719 Symbol: BAL4JZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.65%
Year to date (YTD) -96.62%
1 month -88.10%
3 months -92.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue143.75
Premium0.10%
Premium p.a.1.36%
Leverage28.61
Implied volatility0.28

Reference data

ISIN CH1268387193
Symbol BAL4JZ
Security 126838719
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 140.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 11.09.2023

Key figures

Premium 10.46%
Premium p.a. 136.29%
Leverage 389.75
Implied volatility 27.70%
Moneyness out-of-the-money
Leverage 28.6140
Delta -0.0734
Gamma 0.0006
Theta -0.0014
Rho -0.0005
Vega 0.0030
Fair value 0.02
Intrinsic value n.a.
Break-even 139.60
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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