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ZKB Call Warrant auf
BASF SE

ISIN: CH1268393860 Security: 126839386 Symbol: BASX0Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 07.06.2024 05:15:00

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.12
Change -14.29% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 -23.33%
Year to date (YTD) -55.56%
1 month -52.00%
3 months -42.86%
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.0.21%
Leverage14.73
Implied volatility0.27

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 1.23%
Premium p.a. 21.32%
Leverage 19.71
Implied volatility 27.16%
Moneyness in-the-money
Leverage 14.7276
Delta 0.7471
Gamma 0.0054
Theta -0.0013
Rho 0.0009
Vega 0.0017
Fair value 0.03
Intrinsic value n.a.
Break-even 47.37
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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