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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1305146602 Security: 130514660 Symbol: BAL0OZ Life cycle
Secondary market

Bid Price 0.80

Ask Price 0.81

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 18.06.2024 01:09:41

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 0.80 0.81
Volume 75'000.00 75'000.00
Date/time 18.06.24 13:09 18.06.24 13:09

Current data

Last price paid 0.79
Change +5.33% [ +0.04 ]
Last traded volume 300.00 Unit
Cumulative volume 300.00 Unit
Date/time 18.06.2024 09:17

Life cycle

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

Performance

Perf. since issue +143.94%
Year to date (YTD) n.a.
1 month +38.89%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue142.90
Premium0.05%
Premium p.a.0.07%
Leverage6.64
Implied volatility0.19

Reference data

ISIN CH1305146602
Symbol BAL0OZ
Security 130514660
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 150.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.03.2024

Key figures

Premium 5.13%
Premium p.a. 6.61%
Leverage 9.81
Implied volatility 19.49%
Moneyness in-the-money
Leverage 6.6439
Delta 0.6770
Gamma 0.0007
Theta -0.0011
Rho 0.0352
Vega 0.0250
Fair value 0.41
Intrinsic value n.a.
Break-even 166.10
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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