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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1281045380 Security: 128104538 Symbol: BAE5OZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.11.2023
Key Information Document DE 21.11.2023
Key Information Document EN 21.11.2023
Key Information Document FR 21.11.2023
Key Information Document IT 21.11.2023

Price data

  Bid Ask
Price 0.45 0.46
Volume 125'000.00 125'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.46
Change -4.17% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue n.a.
Year to date (YTD) +84.00%
1 month +109.09%
3 months +360.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue47.98
Premiumn.a.
Premium p.a.n.a.
Leveragen.a.
Implied volatilityn.a.

Reference data

ISIN CH1281045380
Symbol BAE5OZ
Security 128104538
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 50.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.11.2023

Key figures

Premium n.a.
Premium p.a. n.a.
Leverage n.a.
Implied volatility n.a.
Moneyness out-of-the-money
Leverage n.a.
Delta n.a.
Gamma n.a.
Theta n.a.
Rho n.a.
Vega n.a.
Fair value n.a.
Intrinsic value n.a.
Break-even n.a.
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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