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ZKB Call Warrant auf
Bayer AG

ISIN: CH1305134467 Security: 130513446 Symbol: BAYXNZ 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) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 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 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) n.a.
1 month -25.00%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue29.48
Premium0.13%
Premium p.a.1.32%
Leverage19.96
Implied volatility0.32

Reference data

ISIN CH1305134467
Symbol BAYXNZ
Security 130513446
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 32.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 13.41%
Premium p.a. 132.26%
Leverage 140.60
Implied volatility 32.29%
Moneyness out-of-the-money
Leverage 19.9557
Delta 0.1419
Gamma 0.0039
Theta -0.0005
Rho 0.0002
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 32.20
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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