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ZKB Call Warrant auf
Boeing Co

ISIN: CH1305148970 Security: 130514897 Symbol: BA00MZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.17
Change -10.53% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date04.04.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -62.50%
Year to date (YTD) n.a.
1 month -5.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue192.42
Premium0.31%
Premium p.a.0.46%
Leverage6.71
Implied volatility0.34

Reference data

ISIN CH1305148970
Symbol BA00MZ
Security 130514897
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 220.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 26.03.2024

Key figures

Premium 30.52%
Premium p.a. 46.22%
Leverage 23.83
Implied volatility 33.83%
Moneyness out-of-the-money
Leverage 6.7087
Delta 0.2815
Gamma 0.0002
Theta -0.0009
Rho 0.0062
Vega 0.0108
Fair value 0.17
Intrinsic value n.a.
Break-even 227.31
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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