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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1281048418 Security: 128104841 Symbol: BALEUZ Life cycle
Secondary market

Bid Price 0.75

Ask Price 0.76

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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 0.75 0.76
Volume 75'000.00 75'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.75
Change +15.38% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 +151.67%
Year to date (YTD) +200.00%
1 month +167.86%
3 months +36.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue132.70
Premium0.01%
Premium p.a.0.07%
Leverage8.46
Implied volatility0.28

Reference data

ISIN CH1281048418
Symbol BALEUZ
Security 128104841
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 135.00
C/P type call
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 0.87%
Premium p.a. 7.42%
Leverage 9.85
Implied volatility 28.02%
Moneyness in-the-money
Leverage 8.4639
Delta 0.8589
Gamma 0.0008
Theta -0.0021
Rho 0.0066
Vega 0.0057
Fair value 0.06
Intrinsic value n.a.
Break-even 150.10
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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