Inhaltsseite: Home

ZKB Call Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1305151222 Security: 130515122 Symbol: BMWOLZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 01:07:27

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 13:07 26.06.24 13:03

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -89.47%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue115.00
Premium0.48%
Premium p.a.0.91%
Leverage11.69
Implied volatility0.30

Reference data

ISIN CH1305151222
Symbol BMWOLZ
Security 130515122
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 130.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 10.04.2024

Key figures

Premium 48.34%
Premium p.a. 90.94%
Leverage 210.78
Implied volatility 29.95%
Moneyness out-of-the-money
Leverage 11.6896
Delta 0.0555
Gamma 0.0003
Theta -0.0003
Rho 0.0011
Vega 0.0034
Fair value 0.02
Intrinsic value n.a.
Break-even 130.42
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading