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ZKB Call Warrant auf
BASF SE

ISIN: CH1305143187 Security: 130514318 Symbol: BASZXZ 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) 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 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 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 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue48.87
Premium0.07%
Premium p.a.0.65%
Leverage23.05
Implied volatility0.23

Reference data

ISIN CH1305143187
Symbol BASZXZ
Security 130514318
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BASF N, DE000BASF111
Underlying ISIN DE000BASF111
Strike 52.00
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 7.43%
Premium p.a. 64.58%
Leverage 96.45
Implied volatility 22.64%
Moneyness out-of-the-money
Leverage 23.0524
Delta 0.2390
Gamma 0.0042
Theta -0.0007
Rho 0.0006
Vega 0.0025
Fair value 0.03
Intrinsic value n.a.
Break-even 52.51
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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