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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1338501534 Security: 133850153 Symbol: BAE3TZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 24.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 24.06.24 17:15 24.06.24 17:15

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -55.56%
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 price0.18
Underlying price on issue54.44
Premium0.26%
Premium p.a.0.48%
Leverage10.54
Implied volatility0.27

Reference data

ISIN CH1338501534
Symbol BAE3TZ
Security 133850153
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 64.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 26.02%
Premium p.a. 48.46%
Leverage 64.28
Implied volatility 26.68%
Moneyness out-of-the-money
Leverage 10.5351
Delta 0.1639
Gamma 0.0025
Theta -0.0007
Rho 0.0041
Vega 0.0093
Fair value 0.08
Intrinsic value n.a.
Break-even 64.80
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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