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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1338501724 Security: 133850172 Symbol: BAL60Z Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 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 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.38
Change +8.57% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume 3'000.00 Unit
Date/time 31.05.2024 17:15

Life cycle

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

Performance

Perf. since issue +83.33%
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 price0.21
Underlying price on issue147.55
Premium0.08%
Premium p.a.0.13%
Leverage9.77
Implied volatility0.18

Reference data

ISIN CH1338501724
Symbol BAL60Z
Security 133850172
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 160.00
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 7.57%
Premium p.a. 12.56%
Leverage 20.25
Implied volatility 18.35%
Moneyness out-of-the-money
Leverage 9.7718
Delta 0.4826
Gamma 0.0009
Theta -0.0012
Rho 0.0204
Vega 0.0241
Fair value 0.39
Intrinsic value n.a.
Break-even 167.70
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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