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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1338501625 Security: 133850162 Symbol: BAEY7Z Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 27.09.2024 11:59:56

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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 27.09.24 11:59 27.09.24 11:59

Current data

Last price paid 0.35
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.09.2024 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 -16.67%
Year to date (YTD) n.a.
1 month -12.50%
3 months -23.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue54.45
Premium0.05%
Premium p.a.0.17%
Leverage8.04
Implied volatility0.27

Reference data

ISIN CH1338501625
Symbol BAEY7Z
Security 133850162
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 52.00
C/P type put
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 4.64%
Premium p.a. 16.75%
Leverage 15.73
Implied volatility 26.71%
Moneyness in-the-money
Leverage 8.0380
Delta -0.5110
Gamma 0.0056
Theta -0.0013
Rho -0.0081
Vega 0.0107
Fair value 0.24
Intrinsic value n.a.
Break-even 48.75
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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