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ZKB Call Warrant auf
BKW AG

ISIN: CH1338503191 Security: 133850319 Symbol: BKWTCZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 21.06.2024 05:15:01

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 0.22 0.23
Volume 225'000.00 225'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.22
Change +4.76% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date23.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +12.50%
Year to date (YTD) n.a.
1 month +4.76%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue141.80
Premium0.27%
Premium p.a.0.27%
Leverage7.31
Implied volatility0.26

Reference data

ISIN CH1338503191
Symbol BKWTCZ
Security 133850319
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying BKW N, CH0130293662
Underlying ISIN CH0130293662
Strike 180.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 15.05.2024

Key figures

Premium 27.42%
Premium p.a. 26.92%
Leverage 32.18
Implied volatility 26.37%
Moneyness out-of-the-money
Leverage 7.3109
Delta 0.2272
Gamma 0.0004
Theta -0.0007
Rho 0.0129
Vega 0.0218
Fair value 0.23
Intrinsic value n.a.
Break-even 184.50
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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