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ZKB Put Warrant auf
BB Biotech AG

ISIN: CH1281050075 Security: 128105007 Symbol: BIO0YZ 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) 17.05.2024 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 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 -75.00%
Year to date (YTD) -63.16%
1 month -30.00%
3 months -22.22%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue39.68
Premium0.10%
Premium p.a.0.90%
Leverage13.94
Implied volatility0.36

Reference data

ISIN CH1281050075
Symbol BIO0YZ
Security 128105007
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BB Biotech N, CH0038389992
Underlying ISIN CH0038389992
Strike 38.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 10.31%
Premium p.a. 89.61%
Leverage 69.50
Implied volatility 35.75%
Moneyness out-of-the-money
Leverage 13.9434
Delta -0.2006
Gamma 0.0028
Theta -0.0008
Rho -0.0005
Vega 0.0020
Fair value 0.03
Intrinsic value n.a.
Break-even 37.40
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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