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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305131448 Security: 130513144 Symbol: BAE0AZ Life cycle
Secondary market

Bid Price 0.69

Ask Price 0.70

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

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 0.69 0.70
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.70
Change -2.78% [ -0.02 ]
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 +131.67%
Year to date (YTD) n.a.
1 month +169.23%
3 months +118.75%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue46.50
Premium0.01%
Premium p.a.0.07%
Leverage6.89
Implied volatility0.34

Reference data

ISIN CH1305131448
Symbol BAE0AZ
Security 130513144
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 48.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.01.2024

Key figures

Premium 0.86%
Premium p.a. 7.50%
Leverage 7.84
Implied volatility 33.91%
Moneyness in-the-money
Leverage 6.8923
Delta 0.8792
Gamma 0.0032
Theta -0.0017
Rho 0.0047
Vega 0.0037
Fair value 0.05
Intrinsic value n.a.
Break-even 54.95
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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