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ZKB Call Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1281050927 Security: 128105092 Symbol: BMWKQZ 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) 26.06.2024 03:07:07

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 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 26.06.24 15:07 26.06.24 15:07

Current data

Last price paid 0.06
Change +9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 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 -81.67%
Year to date (YTD) -76.92%
1 month -50.00%
3 months -79.31%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue100.14
Premium0.27%
Premium p.a.0.51%
Leverage11.32
Implied volatility0.25

Reference data

ISIN CH1281050927
Symbol BMWKQZ
Security 128105092
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 110.00
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 27.09%
Premium p.a. 50.96%
Leverage 76.04
Implied volatility 25.41%
Moneyness out-of-the-money
Leverage 11.3196
Delta 0.1489
Gamma 0.0007
Theta -0.0005
Rho 0.0030
Vega 0.0071
Fair value 0.06
Intrinsic value n.a.
Break-even 111.15
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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