Inhaltsseite: Home

ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1507472699 Security: 150747269 Symbol: BAEWYZ Life cycle
Secondary market

Bid Price 1.02

Ask Price 1.03

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 02.04.2026 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.01.2026
Key Information Document DE 06.01.2026
Key Information Document EN 06.01.2026

Price data

  Bid Ask
Price 1.02 1.03
Volume 50'000.00 50'000.00
Date/time 02.04.26 17:15 02.04.26 17:15

Current data

Last price paid 1.02
Change +4.08% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2026 17:20

Life cycle

Initial fixing date06.01.2026
Settlement date13.01.2026
Last trading18.12.2026
Final fixing18.12.2026
Currency redemptionCHF

Performance

Perf. since issue +31.41%
Year to date (YTD) n.a.
1 month +22.89%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.78
Underlying price on issue64.94
Premium0.10%
Premium p.a.0.13%
Leverage3.47
Implied volatility0.30

Reference data

ISIN CH1507472699
Symbol BAEWYZ
Security 150747269
Exchange SIX Structured Products
Currency CHF
Expiry 29.12.2026
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 64.00
C/P type put
Subscription ratio 10.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 06.01.2026

Key figures

Premium 10.00%
Premium p.a. 13.46%
Leverage 5.83
Implied volatility 29.98%
Moneyness in-the-money
Leverage 3.4663
Delta -0.4435
Gamma 0.0024
Theta -0.0016
Rho -0.0340
Vega 0.0187
Fair value 0.60
Intrinsic value n.a.
Break-even 53.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading