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ZKB Put Warrant auf
Bucher Industries AG

ISIN: CH1268389843 Security: 126838984 Symbol: BUCDNZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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 0.055 0.065
Volume 1'000'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.055
Change +22.22% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.32%
Year to date (YTD) -90.52%
1 month -80.36%
3 months -82.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue361.10
Premium0.04%
Premium p.a.0.53%
Leverage31.26
Implied volatility0.19

Reference data

ISIN CH1268389843
Symbol BUCDNZ
Security 126838984
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bucher Industries N, CH0002432174
Underlying ISIN CH0002432174
Strike 360.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.09.2023

Key figures

Premium 4.03%
Premium p.a. 52.56%
Leverage 124.00
Implied volatility 18.94%
Moneyness out-of-the-money
Leverage 31.2567
Delta -0.2521
Gamma 0.0003
Theta -0.0022
Rho -0.0015
Vega 0.0066
Fair value 0.06
Intrinsic value n.a.
Break-even 357.00
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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