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

ISIN: CH1338523462 Security: 133852346 Symbol: BMWJHZ Life cycle
Secondary market

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 12.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.08.2024
Key Information Document DE 08.08.2024
Key Information Document EN 08.08.2024

Price data

  Bid Ask
Price 0.08 0.09
Volume 625'000.00 325'000.00
Date/time 12.09.24 17:15 12.09.24 17:15

Current data

Last price paid 0.08
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.09.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date15.08.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -66.00%
Year to date (YTD) n.a.
1 month -66.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue79.63
Premium0.26%
Premium p.a.0.33%
Leverage7.56
Implied volatility0.30

Reference data

ISIN CH1338523462
Symbol BMWJHZ
Security 133852346
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 88.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.08.2024

Key figures

Premium 25.99%
Premium p.a. 32.94%
Leverage 39.47
Implied volatility 30.14%
Moneyness out-of-the-money
Leverage 7.5552
Delta 0.1914
Gamma 0.0008
Theta -0.0003
Rho 0.0036
Vega 0.0079
Fair value 0.09
Intrinsic value n.a.
Break-even 89.81
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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