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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1268376279 Security: 126837627 Symbol: BALUQZ Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 15.05.2024 05:15:00

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 0.42 0.43
Volume 125'000.00 125'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.42
Change +2.44% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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) +180.00%
1 month +223.08%
3 months +20.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue130.80
Premium0.01%
Premium p.a.0.09%
Leverage13.39
Implied volatility0.20

Reference data

ISIN CH1268376279
Symbol BALUQZ
Security 126837627
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 140.00
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 1.09%
Premium p.a. 9.04%
Leverage 17.28
Implied volatility 19.86%
Moneyness in-the-money
Leverage 13.3881
Delta 0.7747
Gamma 0.0015
Theta -0.0019
Rho 0.0064
Vega 0.0076
Fair value 0.08
Intrinsic value n.a.
Break-even 148.50
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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