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ZKB Call Warrant auf
Basilea Pharmaceutica AG

ISIN: CH1371027686 Security: 137102768 Symbol: BSLGIZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 250'000.00

Date/time (delayed) 20.08.2025 10:02:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.09.2024
Key Information Document DE 24.09.2024
Key Information Document EN 24.09.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 500'000.00 250'000.00
Date/time 20.08.25 10:02 20.08.25 09:14

Current data

Last price paid 0.015
Change -76.92% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.08.2025 17:20

Life cycle

Initial fixing date24.09.2024
Settlement date01.10.2024
Last trading19.09.2025
Final fixing19.09.2025
Currency redemptionCHF

Performance

Perf. since issue -95.45%
Year to date (YTD) -87.50%
1 month -90.63%
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue46.13
Premium0.24%
Premium p.a.2.41%
Leverage21.00
Implied volatility0.38

Reference data

ISIN CH1371027686
Symbol BSLGIZ
Security 137102768
Exchange SIX Structured Products
Currency CHF
Expiry 26.09.2025
Underlying Basilea Pharmaceu N, CH0011432447
Underlying ISIN CH0011432447
Strike 60.00
C/P type call
Subscription ratio 10.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 24.09.2024

Key figures

Premium 24.43%
Premium p.a. 241.00%
Leverage 483.00
Implied volatility 38.39%
Moneyness out-of-the-money
Leverage 21.0038
Delta 0.0435
Gamma 0.0016
Theta -0.0007
Rho 0.0002
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 60.10
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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