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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1268376253 Security: 126837625 Symbol: BALF3Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.13 0.14
Volume 375'000.00 375'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.13
Change +30.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) +136.36%
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue130.80
Premium0.03%
Premium p.a.0.22%
Leverage25.51
Implied volatility0.15

Reference data

ISIN CH1268376253
Symbol BALF3Z
Security 126837625
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 150.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 30.06.2023

Key figures

Premium 2.62%
Premium p.a. 22.25%
Leverage 55.11
Implied volatility 15.42%
Moneyness out-of-the-money
Leverage 25.5106
Delta 0.4629
Gamma 0.0025
Theta -0.0020
Rho 0.0039
Vega 0.0101
Fair value 0.14
Intrinsic value n.a.
Break-even 152.70
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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