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ZKB Call Warrant auf
BASF SE

ISIN: CH1268366767 Security: 126836676 Symbol: BASUCZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -81.25%
Year to date (YTD) -60.00%
1 month -63.64%
3 months -33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue46.04
Premium0.15%
Premium p.a.1.32%
Leverage19.67
Implied volatility0.32

Reference data

ISIN CH1268366767
Symbol BASUCZ
Security 126836676
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 56.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 15.20%
Premium p.a. 132.10%
Leverage 160.76
Implied volatility 31.85%
Moneyness out-of-the-money
Leverage 19.6678
Delta 0.1223
Gamma 0.0019
Theta -0.0007
Rho 0.0003
Vega 0.0017
Fair value 0.02
Intrinsic value n.a.
Break-even 56.30
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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