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ZKB Put Warrant auf
Baloise-Holding AG

ISIN: CH1281034954 Security: 128103495 Symbol: BAL6BZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

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 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.035 0.045
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 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -89.74%
Year to date (YTD) -85.00%
1 month -62.50%
3 months -71.88%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue128.90
Premium0.20%
Premium p.a.0.54%
Leverage13.24
Implied volatility0.26

Reference data

ISIN CH1281034954
Symbol BAL6BZ
Security 128103495
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 120.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 20.00%
Premium p.a. 54.48%
Leverage 186.25
Implied volatility 26.40%
Moneyness out-of-the-money
Leverage 13.2450
Delta -0.0711
Gamma 0.0003
Theta -0.0006
Rho -0.0021
Vega 0.0061
Fair value 0.04
Intrinsic value n.a.
Break-even 119.20
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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