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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1268389538 Security: 126838953 Symbol: BAEJNZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 13'500.00

Date/time (delayed) 10.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.07 0.15
Volume 725'000.00 13'500.00
Date/time 10.06.24 17:15 11.06.24 05:55

Current data

Last price paid 0.08
Change -38.46% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume 26'500.00 Unit
Date/time 06.06.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -83.08%
Year to date (YTD) +14.29%
1 month -11.11%
3 months +220.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.65
Underlying price on issue59.85
Premium0.19%
Premium p.a.0.65%
Leverage10.47
Implied volatility0.33

Reference data

ISIN CH1268389538
Symbol BAEJNZ
Security 126838953
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 60.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 19.15%
Premium p.a. 64.72%
Leverage 46.62
Implied volatility 33.13%
Moneyness out-of-the-money
Leverage 10.4713
Delta 0.2246
Gamma 0.0032
Theta -0.0013
Rho 0.0031
Vega 0.0084
Fair value 0.11
Intrinsic value n.a.
Break-even 61.10
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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