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ZKB Put Warrant auf
Boeing Co

ISIN: CH1338498798 Security: 133849879 Symbol: BA02CZ Life cycle
Secondary market

Bid Price 0.34

Ask Price 0.35

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.34 0.35
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.35
Change -7.89% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date14.05.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -11.54%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue180.46
Premium0.12%
Premium p.a.0.17%
Leverage4.10
Implied volatility0.37

Reference data

ISIN CH1338498798
Symbol BA02CZ
Security 133849879
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 175.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 06.05.2024

Key figures

Premium 12.09%
Premium p.a. 17.31%
Leverage 11.96
Implied volatility 36.56%
Moneyness out-of-the-money
Leverage 4.1025
Delta -0.3431
Gamma 0.0002
Theta -0.0006
Rho -0.0123
Vega 0.0127
Fair value 0.35
Intrinsic value n.a.
Break-even 159.80
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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