Inhaltsseite: Home

ZKB Call Warrant auf
Boeing Co

ISIN: CH1305129699 Security: 130512969 Symbol: BA0W8Z 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) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.01.2024
Key Information Document DE 08.01.2024
Key Information Document EN 08.01.2024
Key Information Document FR 08.01.2024
Key Information Document IT 08.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 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 date16.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.74%
Year to date (YTD) n.a.
1 month n.a.
3 months -91.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue229.47
Premium0.56%
Premium p.a.7.25%
Leverage12.48
Implied volatility0.80

Reference data

ISIN CH1305129699
Symbol BA0W8Z
Security 130512969
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 270.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 08.01.2024

Key figures

Premium 55.60%
Premium p.a. 724.75%
Leverage 392.41
Implied volatility 80.08%
Moneyness out-of-the-money
Leverage 12.4753
Delta 0.0318
Gamma 0.0001
Theta -0.0011
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 270.44
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading