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ZKB Call Warrant auf
BKW AG

ISIN: CH1268389744 Security: 126838974 Symbol: BKW31Z Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 23.05.2024 10:23:28

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 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 23.05.24 10:23 23.05.24 10:23

Current data

Last price paid 0.09
Change +28.57% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

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

Performance

Perf. since issue -88.06%
Year to date (YTD) -64.00%
1 month +20.00%
3 months +50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.67
Underlying price on issue164.25
Premium0.19%
Premium p.a.0.56%
Leverage13.84
Implied volatility0.25

Reference data

ISIN CH1268389744
Symbol BKW31Z
Security 126838974
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 170.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 19.33%
Premium p.a. 55.56%
Leverage 89.88
Implied volatility 25.11%
Moneyness out-of-the-money
Leverage 13.8376
Delta 0.1540
Gamma 0.0006
Theta -0.0010
Rho 0.0036
Vega 0.0100
Fair value 0.08
Intrinsic value n.a.
Break-even 171.60
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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