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ZKB Call Warrant auf
Boeing Co

ISIN: CH1305146859 Security: 130514685 Symbol: BA0XAZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.38
Change +18.75% [ +0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.03.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -16.30%
Year to date (YTD) n.a.
1 month +22.58%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue177.88
Premium0.19%
Premium p.a.0.26%
Leverage5.25
Implied volatility0.34

Reference data

ISIN CH1305146859
Symbol BA0XAZ
Security 130514685
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 200.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 20.03.2024

Key figures

Premium 18.57%
Premium p.a. 26.47%
Leverage 10.75
Implied volatility 34.19%
Moneyness out-of-the-money
Leverage 5.2460
Delta 0.4878
Gamma 0.0002
Theta -0.0012
Rho 0.0115
Vega 0.0138
Fair value 0.39
Intrinsic value n.a.
Break-even 217.02
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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