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ZKB Put Warrant auf
BKW AG

ISIN: CH1281035019 Security: 128103501 Symbol: BKW1YZ Life cycle
Secondary market

Bid Price 0.68

Ask Price 0.69

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.68 0.69
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.68
Change +7.94% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +5.38%
Year to date (YTD) -2.86%
1 month -20.93%
3 months -39.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.65
Underlying price on issue153.20
Premium0.03%
Premium p.a.0.08%
Leverage6.39
Implied volatility0.25

Reference data

ISIN CH1281035019
Symbol BKW1YZ
Security 128103501
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 150.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 3.06%
Premium p.a. 8.39%
Leverage 10.26
Implied volatility 25.14%
Moneyness in-the-money
Leverage 6.3943
Delta -0.6231
Gamma 0.0009
Theta -0.0013
Rho -0.0185
Vega 0.0161
Fair value 0.22
Intrinsic value n.a.
Break-even 136.30
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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