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ZKB Call Warrant auf
Baloise-Holding AG

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

Bid Price 0.53

Ask Price 0.54

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 16.05.2024 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 0.53 0.54
Volume 100'000.00 100'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.53
Change +10.42% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 +62.12%
Year to date (YTD) n.a.
1 month +130.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue142.90
Premium0.08%
Premium p.a.0.09%
Leverage7.62
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 8.00%
Premium p.a. 9.24%
Leverage 13.91
Implied volatility 18.64%
Moneyness out-of-the-money
Leverage 7.6228
Delta 0.5481
Gamma 0.0008
Theta -0.0010
Rho 0.0307
Vega 0.0274
Fair value 0.54
Intrinsic value n.a.
Break-even 160.70
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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