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ZKB Call Warrant auf
BASF SE

ISIN: CH1305143195 Security: 130514319 Symbol: BAS3BZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change -9.09% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +14.71%
Year to date (YTD) n.a.
1 month -31.03%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue48.87
Premium0.10%
Premium p.a.0.16%
Leverage6.72
Implied volatility0.25

Reference data

ISIN CH1305143195
Symbol BAS3BZ
Security 130514319
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 50.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.03.2024

Key figures

Premium 10.39%
Premium p.a. 16.20%
Leverage 12.37
Implied volatility 25.10%
Moneyness out-of-the-money
Leverage 6.7212
Delta 0.5435
Gamma 0.0020
Theta -0.0005
Rho 0.0072
Vega 0.0077
Fair value 0.20
Intrinsic value n.a.
Break-even 53.95
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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