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ZKB Put Warrant auf
Boeing Co

ISIN: CH1305133204 Security: 130513320 Symbol: BA0ORZ Life cycle
Secondary market

Bid Price 0.67

Ask Price 0.85

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 1'500.00

Date/time (delayed) 02.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.67 0.85
Volume 75'000.00 1'500.00
Date/time 02.07.24 17:15 03.07.24 05:55

Current data

Last price paid 0.68
Change -4.23% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.07.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue +24.59%
Year to date (YTD) n.a.
1 month -26.09%
3 months -8.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue208.58
Premium0.05%
Premium p.a.0.09%
Leverage3.09
Implied volatility0.40

Reference data

ISIN CH1305133204
Symbol BA0ORZ
Security 130513320
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 210.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 25.01.2024

Key figures

Premium 4.88%
Premium p.a. 8.56%
Leverage 5.51
Implied volatility 40.30%
Moneyness in-the-money
Leverage 3.0938
Delta -0.5610
Gamma 0.0002
Theta -0.0007
Rho -0.0177
Vega 0.0125
Fair value 0.20
Intrinsic value n.a.
Break-even 176.38
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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