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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305146685 Security: 130514668 Symbol: BAETIZ Life cycle
Secondary market

Bid Price 0.79

Ask Price 0.80

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 31.05.2024 02:37:28

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.79 0.80
Volume 75'000.00 75'000.00
Date/time 31.05.24 14:37 31.05.24 14:37

Current data

Last price paid 0.78
Change +1.30% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +65.63%
Year to date (YTD) n.a.
1 month +47.17%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.48
Underlying price on issue49.51
Premium0.07%
Premium p.a.0.09%
Leverage4.66
Implied volatility0.28

Reference data

ISIN CH1305146685
Symbol BAETIZ
Security 130514668
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 50.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 7.20%
Premium p.a. 8.73%
Leverage 6.80
Implied volatility 28.18%
Moneyness in-the-money
Leverage 4.6642
Delta 0.6859
Gamma 0.0026
Theta -0.0009
Rho 0.0240
Vega 0.0174
Fair value 0.39
Intrinsic value n.a.
Break-even 57.95
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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