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ZKB Call Warrant auf
BASF SE

ISIN: CH1281050786 Security: 128105078 Symbol: BAS2NZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.035
Change -22.22% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

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

Performance

Perf. since issue -76.92%
Year to date (YTD) -80.56%
1 month -73.08%
3 months -68.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue45.15
Premium0.04%
Premium p.a.0.68%
Leverage26.76
Implied volatility0.24

Reference data

ISIN CH1281050786
Symbol BAS2NZ
Security 128105078
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 48.00
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 3.89%
Premium p.a. 67.57%
Leverage 75.56
Implied volatility 23.83%
Moneyness out-of-the-money
Leverage 26.7597
Delta 0.3541
Gamma 0.0072
Theta -0.0012
Rho 0.0004
Vega 0.0020
Fair value 0.03
Intrinsic value n.a.
Break-even 48.62
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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