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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305131448 Security: 130513144 Symbol: BAE0AZ Life cycle
redeemed

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.28
Change -24.32% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -8.33%
Year to date (YTD) n.a.
1 month -57.58%
3 months -37.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue46.50
Premium0.01%
Premium p.a.0.30%
Leverage15.08
Implied volatility0.40

Reference data

ISIN CH1305131448
Symbol BAE0AZ
Security 130513144
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 48.00
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 0.57%
Premium p.a. 29.97%
Leverage 18.35
Implied volatility 40.37%
Moneyness in-the-money
Leverage 15.0769
Delta 0.8217
Gamma 0.0092
Theta -0.0054
Rho 0.0007
Vega 0.0018
Fair value 0.03
Intrinsic value n.a.
Break-even 50.75
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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