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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1338501559 Security: 133850155 Symbol: BAENEZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 31.07.2024 03:01:06

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 31.07.24 15:01 31.07.24 15:01

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date23.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -76.56%
Year to date (YTD) n.a.
1 month -46.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue54.44
Premium0.30%
Premium p.a.0.46%
Leverage9.89
Implied volatility0.26

Reference data

ISIN CH1338501559
Symbol BAENEZ
Security 133850155
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 62.00
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 29.94%
Premium p.a. 45.54%
Leverage 64.39
Implied volatility 26.27%
Moneyness out-of-the-money
Leverage 9.8880
Delta 0.1536
Gamma 0.0023
Theta -0.0005
Rho 0.0044
Vega 0.0093
Fair value 0.08
Intrinsic value n.a.
Break-even 62.75
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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