Inhaltsseite: Home

ZKB Put Warrant auf 2024-17.01.2025 Boeing Co
Boeing Co

ISIN: CH1338508869 Security: 133850886 Symbol: BA0O6Z Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.06.2024
Key Information Document DE 07.06.2024
Key Information Document EN 07.06.2024
Key Information Document FR 07.06.2024
Key Information Document IT 07.06.2024

Price data

  Bid Ask
Price 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 11.07.24 17:15 11.07.24 17:15

Current data

Last price paid 0.43
Change -2.27% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.07.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date14.06.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -1.16%
Year to date (YTD) n.a.
1 month +2.38%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue191.51
Premium0.08%
Premium p.a.0.15%
Leverage4.29
Implied volatility0.37

Reference data

ISIN CH1338508869
Symbol BA0O6Z
Security 133850886
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Boeing Co Rg, US0970231058
Underlying ISIN US0970231058
Strike 190.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 07.06.2024

Key figures

Premium 7.89%
Premium p.a. 15.16%
Leverage 9.76
Implied volatility 36.70%
Moneyness in-the-money
Leverage 4.2890
Delta -0.4396
Gamma 0.0003
Theta -0.0008
Rho -0.0114
Vega 0.0118
Fair value 0.33
Intrinsic value n.a.
Break-even 170.98
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading