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ZKB Call Warrant auf
BKW AG

ISIN: CH1305146230 Security: 130514623 Symbol: BKWU5Z Life cycle
Secondary market

Bid Price 1.20

Ask Price 1.21

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 29.07.2024 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 1.20 1.21
Volume 50'000.00 50'000.00
Date/time 29.07.24 17:15 29.07.24 17:15

Current data

Last price paid 1.20
Change +1.69% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.07.2024 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 +136.27%
Year to date (YTD) n.a.
1 month +50.00%
3 months +71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue132.00
Premium0.04%
Premium p.a.0.07%
Leverage4.90
Implied volatility0.27

Reference data

ISIN CH1305146230
Symbol BKWU5Z
Security 130514623
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 140.00
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 4.46%
Premium p.a. 6.72%
Leverage 6.52
Implied volatility 26.76%
Moneyness in-the-money
Leverage 4.9046
Delta 0.7524
Gamma 0.0005
Theta -0.0013
Rho 0.0312
Vega 0.0202
Fair value 0.35
Intrinsic value n.a.
Break-even 164.10
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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