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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1281046073 Security: 128104607 Symbol: BAEEBZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.14
Change +16.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date08.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -76.61%
Year to date (YTD) -68.89%
1 month -46.15%
3 months -64.10%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue44.25
Premium0.21%
Premium p.a.0.35%
Leverage6.33
Implied volatility0.33

Reference data

ISIN CH1281046073
Symbol BAEEBZ
Security 128104607
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 44.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 21.26%
Premium p.a. 34.80%
Leverage 37.27
Implied volatility 33.40%
Moneyness out-of-the-money
Leverage 6.3278
Delta -0.1698
Gamma 0.0018
Theta -0.0008
Rho -0.0065
Vega 0.0107
Fair value 0.15
Intrinsic value n.a.
Break-even 42.55
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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