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ZKB Call Warrant auf
BASF SE

ISIN: CH1281050877 Security: 128105087 Symbol: BASYMZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 03.06.2024 09:16:27

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 03.06.24 09:16 03.06.24 09:16

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +4.17%
Year to date (YTD) -20.00%
1 month -29.41%
3 months +33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue45.15
Premium0.13%
Premium p.a.0.22%
Leverage8.15
Implied volatility0.24

Reference data

ISIN CH1281050877
Symbol BASYMZ
Security 128105087
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 52.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 12.78%
Premium p.a. 21.50%
Leverage 18.94
Implied volatility 23.99%
Moneyness out-of-the-money
Leverage 8.1470
Delta 0.4301
Gamma 0.0022
Theta -0.0005
Rho 0.0053
Vega 0.0072
Fair value 0.13
Intrinsic value n.a.
Break-even 54.55
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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