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ZKB Put Warrant auf
Julius Baer Gruppe AG

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

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
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 -52.04%
Year to date (YTD) n.a.
1 month -41.03%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue49.51
Premium0.19%
Premium p.a.0.23%
Leverage5.20
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 19.23%
Premium p.a. 23.08%
Leverage 23.00
Implied volatility 31.42%
Moneyness out-of-the-money
Leverage 5.2014
Delta -0.2262
Gamma 0.0019
Theta -0.0007
Rho -0.0121
Vega 0.0148
Fair value 0.24
Intrinsic value n.a.
Break-even 43.65
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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