Inhaltsseite: Home

ZKB Call Warrant auf
BKW AG

ISIN: CH1268389751 Security: 126838975 Symbol: BKWFEZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

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 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 0.02 0.03
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.03.2024 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 -92.65%
Year to date (YTD) -70.00%
1 month 0.00%
3 months -84.21%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue164.25
Premium0.34%
Premium p.a.1.05%
Leverage15.03
Implied volatility0.29

Reference data

ISIN CH1268389751
Symbol BKWFEZ
Security 126838975
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 190.00
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 34.15%
Premium p.a. 104.76%
Leverage 284.00
Implied volatility 29.46%
Moneyness out-of-the-money
Leverage 15.0276
Delta 0.0529
Gamma 0.0002
Theta -0.0006
Rho 0.0011
Vega 0.0044
Fair value 0.03
Intrinsic value n.a.
Break-even 190.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading