| Last price paid | n.a. | |
| Change | -20.00% [ -0.01 ] | |
| Last traded volume | n.a. Unit | |
| Cumulative volume | n.a. Unit | |
| Date/time | n.a. n.a. | |
| Initial fixing date | 06.01.2025 |
| Settlement date | 13.01.2025 |
| Last trading | 19.12.2025 |
| Final fixing | 19.12.2025 |
| Currency redemption | CHF |
| Perf. since issue | -93.75% |
| Year to date (YTD) | n.a. |
| 1 month | n.a. |
| 3 months | -55.56% |
| 1 year | n.a. |
| 3 years | n.a. |
| Issue price | 0.20 |
| Underlying price on issue | 58.73 |
| Premium | 0.16% |
| Premium p.a. | 3.47% |
| Leverage | 27.32 |
| Implied volatility | 0.42 |
| ISIN | CH1396311156 |
| Symbol | BAE05Z |
| Security | 139631115 |
| Exchange | SIX Structured Products |
| Currency | CHF |
| Expiry | 05.01.2026 |
| Underlying | Julius Baer Grp N, CH0102484968 |
| Underlying ISIN | CH0102484968 |
| Strike | 72.00 |
| C/P type | call |
| Subscription ratio | 10.00 |
| Issuer | Zuercher Kantonalbank |
| Exercise type | American |
| Delivery of securities | On Demand |
| Minimum execution | 10 |
| Value day | 06.01.2025 |
| Premium | 16.14% |
| Premium p.a. | 346.61% |
| Leverage | 496.80 |
| Implied volatility | 41.63% |
| Moneyness | out-of-the-money |
| Leverage | 27.3211 |
| Delta | 0.0550 |
| Gamma | 0.0020 |
| Theta | -0.0018 |
| Rho | 0.0002 |
| Vega | 0.0015 |
| Fair value | 0.01 |
| Intrinsic value | n.a. |
| Break-even | 72.13 |
| SSPA value at risk | n.a. |
| SSPA risk rating | n.a. |
| SSPA derivative category | Leverage |
| SSPA code | Warrant (2100) |
| Name | Price |
|---|---|
| KUEHNE & NAGEL | 187.25 |
| SWISSCOM N | 671.50 |
| ZURICH INSURANCE | 570.80 |
| Alcon AG | 60.32 |
| Swiss Re | 132.30 |