Inhaltsseite: Home

ZKB Put Warrant auf
BASF SE

ISIN: CH1305143203 Security: 130514320 Symbol: BASY0Z Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.18
Change +20.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -2.63%
Year to date (YTD) n.a.
1 month +50.00%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue48.87
Premium0.06%
Premium p.a.0.10%
Leverage5.52
Implied volatility0.27

Reference data

ISIN CH1305143203
Symbol BASY0Z
Security 130514320
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 46.00
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 5.53%
Premium p.a. 9.81%
Leverage 11.48
Implied volatility 27.08%
Moneyness in-the-money
Leverage 5.5229
Delta -0.4809
Gamma 0.0023
Theta -0.0003
Rho -0.0068
Vega 0.0064
Fair value 0.12
Intrinsic value n.a.
Break-even 42.12
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading