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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305131463 Security: 130513146 Symbol: BAE78Z Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.30
Change +15.38% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +32.61%
Year to date (YTD) n.a.
1 month -30.23%
3 months +100.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue46.50
Premium0.07%
Premium p.a.0.24%
Leverage8.58
Implied volatility0.29

Reference data

ISIN CH1305131463
Symbol BAE78Z
Security 130513146
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 52.00
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 7.27%
Premium p.a. 23.69%
Leverage 16.83
Implied volatility 28.71%
Moneyness out-of-the-money
Leverage 8.5832
Delta 0.5101
Gamma 0.0049
Theta -0.0016
Rho 0.0071
Vega 0.0113
Fair value 0.31
Intrinsic value n.a.
Break-even 55.05
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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