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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1268389561 Security: 126838956 Symbol: BALF6Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 17.05.2024 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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change +18.18% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -43.75%
Year to date (YTD) +160.00%
1 month n.a.
3 months +44.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue146.40
Premium0.09%
Premium p.a.0.24%
Leverage16.31
Implied volatility0.17

Reference data

ISIN CH1268389561
Symbol BALF6Z
Security 126838956
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 160.00
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 8.68%
Premium p.a. 23.83%
Leverage 55.44
Implied volatility 17.01%
Moneyness out-of-the-money
Leverage 16.3073
Delta 0.2941
Gamma 0.0011
Theta -0.0011
Rho 0.0075
Vega 0.0156
Fair value 0.14
Intrinsic value n.a.
Break-even 162.70
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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