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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1396311156 Security: 139631115 Symbol: BAE05Z Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2025
Key Information Document DE 06.01.2025
Key Information Document EN 06.01.2025

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

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.

Life cycle

Initial fixing date06.01.2025
Settlement date13.01.2025
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.20
Underlying price on issue58.73
Premium0.16%
Premium p.a.3.47%
Leverage27.32
Implied volatility0.42

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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