Inhaltsseite: Home

ZKB Put Warrant auf
Bayer AG

ISIN: CH1305143229 Security: 130514322 Symbol: BAY50Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 03.06.2024 01:03:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 03.06.24 13:03 03.06.24 13:03

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -56.67%
Year to date (YTD) n.a.
1 month -25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue26.10
Premium0.14%
Premium p.a.0.23%
Leverage5.89
Implied volatility0.31

Reference data

ISIN CH1305143229
Symbol BAY50Z
Security 130514322
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 26.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.03.2024

Key figures

Premium 13.54%
Premium p.a. 22.78%
Leverage 21.46
Implied volatility 31.41%
Moneyness out-of-the-money
Leverage 5.8929
Delta -0.2747
Gamma 0.0025
Theta -0.0002
Rho -0.0027
Vega 0.0036
Fair value 0.07
Intrinsic value n.a.
Break-even 24.67
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading