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ZKB Call Warrant auf
Julius Baer Gruppe AG

ISIN: CH1281045851 Security: 128104585 Symbol: BAE4OZ Life cycle
Secondary market

Bid Price 0.86

Ask Price 0.87

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.86 0.87
Volume 75'000.00 75'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.86
Change +6.17% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date08.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +147.14%
Year to date (YTD) +91.11%
1 month +65.38%
3 months +177.42%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue44.24
Premium0.01%
Premium p.a.0.06%
Leverage5.71
Implied volatility0.37

Reference data

ISIN CH1281045851
Symbol BAE4OZ
Security 128104585
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 46.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 0.72%
Premium p.a. 5.83%
Leverage 6.27
Implied volatility 37.14%
Moneyness in-the-money
Leverage 5.7114
Delta 0.9105
Gamma 0.0023
Theta -0.0014
Rho 0.0050
Vega 0.0031
Fair value 0.04
Intrinsic value n.a.
Break-even 54.65
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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