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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1268380180 Security: 126838018 Symbol: BALGSZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.025
Change +25.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -16.67%
1 month n.a.
3 months -37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue137.40
Premium0.08%
Premium p.a.0.67%
Leverage33.18
Implied volatility0.18

Reference data

ISIN CH1268380180
Symbol BALGSZ
Security 126838018
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 160.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 27.07.2023

Key figures

Premium 7.93%
Premium p.a. 67.31%
Leverage 248.00
Implied volatility 18.05%
Moneyness out-of-the-money
Leverage 33.1822
Delta 0.1338
Gamma 0.0012
Theta -0.0012
Rho 0.0011
Vega 0.0055
Fair value 0.03
Intrinsic value n.a.
Break-even 160.60
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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