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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1268371510 Security: 126837151 Symbol: BAERPZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2023
Key Information Document DE 14.06.2023
Key Information Document EN 14.06.2023
Key Information Document FR 14.06.2023
Key Information Document IT 14.06.2023

Price data

  Bid Ask
Price 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.25
Change -10.71% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -59.17%
Year to date (YTD) -74.23%
1 month -61.54%
3 months -77.48%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.60
Underlying price on issue57.54
Premium0.03%
Premium p.a.0.25%
Leverage11.83
Implied volatility0.27

Reference data

ISIN CH1268371510
Symbol BAERPZ
Security 126837151
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 55.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 14.06.2023

Key figures

Premium 3.04%
Premium p.a. 24.69%
Leverage 22.12
Implied volatility 27.23%
Moneyness in-the-money
Leverage 11.8277
Delta -0.5346
Gamma 0.0077
Theta -0.0022
Rho -0.0039
Vega 0.0076
Fair value 0.17
Intrinsic value n.a.
Break-even 52.55
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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