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ZKB Call Warrant auf 2024-20.06.2025 Bayerische Motoren Werke AG
Bayerische Motoren Werke AG

ISIN: CH1338506699 Security: 133850669 Symbol: BMWSDZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 11.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.28 0.29
Volume 200'000.00 200'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.28
Change +7.69% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -30.49%
Year to date (YTD) n.a.
1 month -6.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue93.87
Premium0.16%
Premium p.a.0.17%
Leverage5.82
Implied volatility0.29

Reference data

ISIN CH1338506699
Symbol BMWSDZ
Security 133850669
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 100.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 28.05.2024

Key figures

Premium 16.34%
Premium p.a. 16.99%
Leverage 15.51
Implied volatility 29.21%
Moneyness out-of-the-money
Leverage 5.8237
Delta 0.3755
Gamma 0.0008
Theta -0.0005
Rho 0.0108
Vega 0.0159
Fair value 0.29
Intrinsic value n.a.
Break-even 105.87
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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