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ZKB Call Warrant auf
Bayer AG

ISIN: CH1281036777 Security: 128103677 Symbol: BAYMNZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.03.2024 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 -92.86%
Year to date (YTD) -50.00%
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue40.98
Premium0.51%
Premium p.a.4.21%
Leverage9.97
Implied volatility0.72

Reference data

ISIN CH1281036777
Symbol BAYMNZ
Security 128103677
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 44.00
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 50.74%
Premium p.a. 420.89%
Leverage 143.96
Implied volatility 71.92%
Moneyness out-of-the-money
Leverage 9.9728
Delta 0.0693
Gamma 0.0009
Theta -0.0005
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 44.20
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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