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ZKB Call Warrant auf
Bucher Industries AG

ISIN: CH1268389827 Security: 126838982 Symbol: BUC26Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.06.2024 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 -93.75%
Year to date (YTD) -77.27%
1 month -37.50%
3 months -84.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue361.10
Premium0.09%
Premium p.a.1.61%
Leverage34.94
Implied volatility0.26

Reference data

ISIN CH1268389827
Symbol BUC26Z
Security 126838982
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bucher Industries N, CH0002432174
Underlying ISIN CH0002432174
Strike 400.00
C/P type call
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 9.26%
Premium p.a. 161.02%
Leverage 367.00
Implied volatility 26.41%
Moneyness out-of-the-money
Leverage 34.9407
Delta 0.0952
Gamma 0.0001
Theta -0.0019
Rho 0.0004
Vega 0.0030
Fair value 0.02
Intrinsic value n.a.
Break-even 401.00
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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