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ZKB Call Warrant auf
BASF SE

ISIN: CH1281050786 Security: 128105078 Symbol: BAS2NZ Life cycle
redeemed

Bid Price 0.005

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.005 0.01
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.23%
Year to date (YTD) -94.44%
1 month -90.91%
3 months -96.30%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue45.15
Premium0.07%
Premium p.a.3.50%
Leverage38.39
Implied volatility0.39

Reference data

Key figures

Premium 6.72%
Premium p.a. 350.39%
Leverage 286.80
Implied volatility 38.64%
Moneyness out-of-the-money
Leverage 38.3905
Delta 0.1339
Gamma 0.0047
Theta -0.0018
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 48.16
SSPA value at risk n.a.
SSPA risk rating n.a.

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