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ZKB Call Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1281050919 Security: 128105091 Symbol: BMWNIZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 27.05.2024 01:03:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 27.05.24 13:03 27.05.24 13:03

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.12%
Year to date (YTD) -91.38%
1 month -91.67%
3 months -93.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.34
Underlying price on issue100.14
Premium0.10%
Premium p.a.1.09%
Leverage29.28
Implied volatility0.24

Reference data

ISIN CH1281050919
Symbol BMWNIZ
Security 128105091
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 102.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 9.59%
Premium p.a. 109.41%
Leverage 231.84
Implied volatility 24.06%
Moneyness out-of-the-money
Leverage 29.2839
Delta 0.1263
Gamma 0.0016
Theta -0.0011
Rho 0.0005
Vega 0.0028
Fair value 0.02
Intrinsic value n.a.
Break-even 102.40
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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