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ZKB Put Warrant auf
Baloise-Holding AG

ISIN: CH1281048582 Security: 128104858 Symbol: BAL5FZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

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 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 0.02 0.03
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 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -91.67%
Year to date (YTD) -90.63%
1 month -70.00%
3 months -78.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue132.70
Premium0.16%
Premium p.a.1.39%
Leverage18.56
Implied volatility0.35

Reference data

ISIN CH1281048582
Symbol BAL5FZ
Security 128104858
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 125.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 16.33%
Premium p.a. 138.62%
Leverage 297.60
Implied volatility 34.70%
Moneyness out-of-the-money
Leverage 18.5649
Delta -0.0624
Gamma 0.0003
Theta -0.0012
Rho -0.0006
Vega 0.0031
Fair value 0.03
Intrinsic value n.a.
Break-even 124.50
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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