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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1281045984 Security: 128104598 Symbol: BAEJZZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 10:02:22

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 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 29.05.24 10:02 29.05.24 10:02

Current data

Last price paid 0.05
Change -16.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date08.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -85.53%
Year to date (YTD) -81.48%
1 month -54.55%
3 months -72.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue44.25
Premium0.27%
Premium p.a.0.81%
Leverage8.20
Implied volatility0.42

Reference data

ISIN CH1281045984
Symbol BAEJZZ
Security 128104598
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 40.00
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 26.92%
Premium p.a. 81.20%
Leverage 98.15
Implied volatility 41.95%
Moneyness out-of-the-money
Leverage 8.1950
Delta -0.0835
Gamma 0.0012
Theta -0.0008
Rho -0.0017
Vega 0.0048
Fair value 0.06
Intrinsic value n.a.
Break-even 39.45
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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