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ZKB Call Warrant auf
Baloise-Holding AG

ISIN: CH1305131430 Security: 130513143 Symbol: BAL58Z Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.30
Change +3.45% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +238.89%
Year to date (YTD) n.a.
1 month +650.00%
3 months +42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue134.15
Premium0.01%
Premium p.a.0.08%
Leverage18.42
Implied volatility0.15

Reference data

ISIN CH1305131430
Symbol BAL58Z
Security 130513143
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Baloise Hldg N, CH0012410517
Underlying ISIN CH0012410517
Strike 145.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 22.01.2024

Key figures

Premium 0.94%
Premium p.a. 8.13%
Leverage 24.54
Implied volatility 15.09%
Moneyness in-the-money
Leverage 18.4194
Delta 0.7506
Gamma 0.0021
Theta -0.0017
Rho 0.0061
Vega 0.0080
Fair value 0.07
Intrinsic value n.a.
Break-even 151.10
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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