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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305131372 Security: 130513137 Symbol: BAE3IZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.24 0.25
Volume 225'000.00 300'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.24
Change -7.69% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume 75'000.00 Unit
Date/time 07.06.2024 17:15

Life cycle

Fixing20.12.2024
Settlement date29.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +22.50%
Year to date (YTD) n.a.
1 month -27.27%
3 months +100.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue46.52
Premium0.14%
Premium p.a.0.24%
Leverage8.04
Implied volatility0.26

Reference data

ISIN CH1305131372
Symbol BAE3IZ
Security 130513137
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 56.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.01.2024

Key figures

Premium 13.89%
Premium p.a. 23.81%
Leverage 20.95
Implied volatility 25.91%
Moneyness out-of-the-money
Leverage 8.0431
Delta 0.3840
Gamma 0.0038
Theta -0.0010
Rho 0.0101
Vega 0.0150
Fair value 0.25
Intrinsic value n.a.
Break-even 58.45
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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