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ZKB Call Warrant auf
Bucher Industries AG

ISIN: CH1268392334 Security: 126839233 Symbol: BUCNXZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.09.2023
Key Information Document DE 21.09.2023
Key Information Document EN 21.09.2023
Key Information Document FR 21.09.2023
Key Information Document IT 21.09.2023

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.38
Change -5.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -23.47%
Year to date (YTD) +11.76%
1 month +2.70%
3 months -20.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue357.20
Premium0.06%
Premium p.a.0.17%
Leverage10.16
Implied volatility0.22

Reference data

ISIN CH1268392334
Symbol BUCNXZ
Security 126839233
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Bucher Industries N, CH0002432174
Underlying ISIN CH0002432174
Strike 380.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 21.09.2023

Key figures

Premium 6.19%
Premium p.a. 16.99%
Leverage 20.03
Implied volatility 21.97%
Moneyness out-of-the-money
Leverage 10.1617
Delta 0.5074
Gamma 0.0002
Theta -0.0016
Rho 0.0125
Vega 0.0181
Fair value 0.38
Intrinsic value n.a.
Break-even 398.75
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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