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ZKB Put Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1305139318 Security: 130513931 Symbol: BMWIFZ Life cycle
Secondary market

Bid Price 0.63

Ask Price 0.64

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 17.06.2024 05:15:00

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 0.63 0.64
Volume 100'000.00 100'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 0.64
Change -4.48% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +62.82%
Year to date (YTD) n.a.
1 month +56.10%
3 months +77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue105.98
Premium0.02%
Premium p.a.0.03%
Leverage4.46
Implied volatility0.26

Reference data

ISIN CH1305139318
Symbol BMWIFZ
Security 130513931
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 100.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 1.55%
Premium p.a. 2.79%
Leverage 6.63
Implied volatility 26.30%
Moneyness in-the-money
Leverage 4.4581
Delta -0.6726
Gamma 0.0011
Theta -0.0004
Rho -0.0193
Vega 0.0113
Fair value 0.07
Intrinsic value n.a.
Break-even 86.71
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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