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ZKB Call Warrant auf
BASF SE

ISIN: CH1268393860 Security: 126839386 Symbol: BASX0Z Life cycle
redeemed

Bid Price 0.01

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.01 0.03
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

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 19.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.67%
Year to date (YTD) -88.89%
1 month -86.96%
3 months -89.66%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue42.30
Premium0.01%
Premium p.a.0.33%
Leverage62.28
Implied volatility0.13

Reference data

ISIN CH1268393860
Symbol BASX0Z
Security 126839386
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 45.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 26.09.2023

Key figures

Premium 0.63%
Premium p.a. 32.87%
Leverage 107.58
Implied volatility 13.26%
Moneyness in-the-money
Leverage 62.2807
Delta 0.5789
Gamma 0.0241
Theta -0.0013
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 45.42
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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