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ZKB Call Warrant auf
Bayer AG

ISIN: CH1268369142 Security: 126836914 Symbol: BAYYLZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 250'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.38%
Year to date (YTD) -33.33%
1 month n.a.
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue51.28
Premium0.98%
Premium p.a.9.43%
Leverage8.45
Implied volatility1.05

Reference data

ISIN CH1268369142
Symbol BAYYLZ
Security 126836914
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 56.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 98.17%
Premium p.a. 942.93%
Leverage 254.54
Implied volatility 104.79%
Moneyness out-of-the-money
Leverage 8.4462
Delta 0.0332
Gamma 0.0004
Theta -0.0005
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 56.11
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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