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ZKB Call Warrant auf
Julius Baer Gruppe AG

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

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 28.06.2024 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 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.06.2024 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 -63.89%
Year to date (YTD) n.a.
1 month -58.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue54.44
Premium0.29%
Premium p.a.0.55%
Leverage10.77
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 28.78%
Premium p.a. 54.72%
Leverage 77.23
Implied volatility 27.37%
Moneyness out-of-the-money
Leverage 10.7747
Delta 0.1395
Gamma 0.0022
Theta -0.0006
Rho 0.0033
Vega 0.0081
Fair value 0.07
Intrinsic value n.a.
Break-even 64.65
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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