Inhaltsseite: Home

ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305146693 Security: 130514669 Symbol: BAE6YZ Life cycle
Secondary market

Bid Price 0.46

Ask Price 0.47

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.46 0.47
Volume 125'000.00 125'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.47
Change -11.32% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 +72.22%
Year to date (YTD) n.a.
1 month +74.07%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue49.51
Premium0.12%
Premium p.a.0.15%
Leverage5.94
Implied volatility0.26

Reference data

ISIN CH1305146693
Symbol BAE6YZ
Security 130514669
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 56.00
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 12.23%
Premium p.a. 14.69%
Leverage 11.62
Implied volatility 26.38%
Moneyness out-of-the-money
Leverage 5.9392
Delta 0.5111
Gamma 0.0031
Theta -0.0010
Rho 0.0191
Vega 0.0197
Fair value 0.47
Intrinsic value n.a.
Break-even 60.65
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading