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ZKB Call Warrant auf
Boeing Co

ISIN: CH1305139599 Security: 130513959 Symbol: BA0RWZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) n.a.
1 month -45.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue202.55
Premium0.16%
Premium p.a.1.32%
Leverage17.34
Implied volatility0.34

Reference data

ISIN CH1305139599
Symbol BA0RWZ
Security 130513959
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 210.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 22.02.2024

Key figures

Premium 15.59%
Premium p.a. 132.31%
Leverage 118.28
Implied volatility 34.42%
Moneyness out-of-the-money
Leverage 17.3390
Delta 0.1466
Gamma 0.0003
Theta -0.0014
Rho 0.0007
Vega 0.0033
Fair value 0.04
Intrinsic value n.a.
Break-even 211.55
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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