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ZKB Call Warrant auf
Boeing Co

ISIN: CH1305127149 Security: 130512714 Symbol: BA0JJZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.78%
Year to date (YTD) -95.83%
1 month n.a.
3 months -89.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue260.47
Premium0.53%
Premium p.a.4.52%
Leverage12.98
Implied volatility0.62

Reference data

ISIN CH1305127149
Symbol BA0JJZ
Security 130512714
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 280.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 19.12.2023

Key figures

Premium 53.29%
Premium p.a. 452.34%
Leverage 413.73
Implied volatility 62.07%
Moneyness out-of-the-money
Leverage 12.9751
Delta 0.0314
Gamma 0.0001
Theta -0.0007
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 280.44
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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