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ZKB Call Warrant auf
Boeing Co

ISIN: CH1305149713 Security: 130514971 Symbol: BA0IAZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.04.2024
Key Information Document DE 02.04.2024
Key Information Document EN 02.04.2024
Key Information Document FR 02.04.2024
Key Information Document IT 02.04.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.055
Change +22.22% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) n.a.
1 month -15.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue190.30
Premium0.11%
Premium p.a.0.91%
Leverage16.56
Implied volatility0.32

Reference data

ISIN CH1305149713
Symbol BA0IAZ
Security 130514971
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 02.04.2024

Key figures

Premium 10.72%
Premium p.a. 90.98%
Leverage 68.98
Implied volatility 31.54%
Moneyness out-of-the-money
Leverage 16.5555
Delta 0.2400
Gamma 0.0004
Theta -0.0018
Rho 0.0011
Vega 0.0044
Fair value 0.06
Intrinsic value n.a.
Break-even 202.65
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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