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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305146123 Security: 130514612 Symbol: BAEQHZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 07.06.2024 05:15:00

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 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.28
Change +21.74% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 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 -41.84%
Year to date (YTD) n.a.
1 month -3.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue49.51
Premium0.16%
Premium p.a.0.20%
Leverage5.05
Implied volatility0.31

Reference data

ISIN CH1305146123
Symbol BAEQHZ
Security 130514612
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 46.00
C/P type put
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 15.92%
Premium p.a. 19.76%
Leverage 18.01
Implied volatility 30.66%
Moneyness out-of-the-money
Leverage 5.0494
Delta -0.2804
Gamma 0.0024
Theta -0.0007
Rho -0.0139
Vega 0.0155
Fair value 0.29
Intrinsic value n.a.
Break-even 43.15
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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