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ZKB Call Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1281036769 Security: 128103676 Symbol: BMWEPZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 27.05.2024 09:16:31

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 27.05.24 09:16 27.05.24 09:16

Current data

Last price paid 0.075
Change -11.76% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -77.59%
Year to date (YTD) -83.33%
1 month -86.11%
3 months -87.90%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue91.17
Premium0.05%
Premium p.a.0.52%
Leverage24.52
Implied volatility0.21

Reference data

ISIN CH1281036769
Symbol BMWEPZ
Security 128103676
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.11.2023

Key figures

Premium 4.52%
Premium p.a. 51.57%
Leverage 71.10
Implied volatility 21.35%
Moneyness out-of-the-money
Leverage 24.5223
Delta 0.3449
Gamma 0.0031
Theta -0.0019
Rho 0.0013
Vega 0.0050
Fair value 0.07
Intrinsic value n.a.
Break-even 97.31
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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