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ZKB Call Warrant auf
Boeing Co

ISIN: CH1305130895 Security: 130513089 Symbol: BA0G7Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 03:32:17

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 0.005 0.015
Volume 250'000.00 250'000.00
Date/time 18.06.24 15:32 18.06.24 15:32

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 22.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.12%
Year to date (YTD) n.a.
1 month -57.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue213.03
Premium0.40%
Premium p.a.14.74%
Leverage14.87
Implied volatility1.08

Reference data

ISIN CH1305130895
Symbol BA0G7Z
Security 130513089
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 250.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 22.01.2024

Key figures

Premium 40.39%
Premium p.a. 1474.40%
Leverage 396.46
Implied volatility 108.48%
Moneyness out-of-the-money
Leverage 14.8663
Delta 0.0375
Gamma 0.0001
Theta -0.0027
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 250.45
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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