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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 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 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 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
Premium0.38%
Premium p.a.3.28%
Leverage15.77
Implied volatility0.50

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 37.74%
Premium p.a. 327.99%
Leverage 412.71
Implied volatility 49.59%
Moneyness out-of-the-money
Leverage 15.7701
Delta 0.0382
Gamma 0.0001
Theta -0.0007
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 250.44
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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