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ZKB Call Warrant auf
Bayer AG

ISIN: CH1268393902 Security: 126839390 Symbol: BAYU2Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.007
Change +600.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.33%
Year to date (YTD) -53.33%
1 month n.a.
3 months -53.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue45.89
Premium0.71%
Premium p.a.5.88%
Leverage9.94
Implied volatility0.80

Reference data

ISIN CH1268393902
Symbol BAYU2Z
Security 126839390
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
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 26.09.2023

Key figures

Premium 70.89%
Premium p.a. 588.02%
Leverage 261.73
Implied volatility 79.64%
Moneyness out-of-the-money
Leverage 9.9442
Delta 0.0380
Gamma 0.0005
Theta -0.0004
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 50.11
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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