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ZKB Call Warrant auf
BKW AG

ISIN: CH1305146255 Security: 130514625 Symbol: BKWZUZ Life cycle
Secondary market

Bid Price 0.56

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 27.06.2024 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 0.56 0.57
Volume 100'000.00 100'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.57
Change -3.39% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.06.2024 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 +66.18%
Year to date (YTD) n.a.
1 month -1.72%
3 months +11.76%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue132.00
Premium0.12%
Premium p.a.0.15%
Leverage6.40
Implied volatility0.26

Reference data

ISIN CH1305146255
Symbol BKWZUZ
Security 130514625
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
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 11.55%
Premium p.a. 15.38%
Leverage 12.80
Implied volatility 25.83%
Moneyness out-of-the-money
Leverage 6.3995
Delta 0.5001
Gamma 0.0006
Theta -0.0013
Rho 0.0229
Vega 0.0250
Fair value 0.57
Intrinsic value n.a.
Break-even 161.30
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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