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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1281045950 Security: 128104595 Symbol: BAE5QZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 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 -92.31%
Year to date (YTD) -88.00%
1 month n.a.
3 months -85.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.39
Underlying price on issue44.25
Premium0.22%
Premium p.a.1.75%
Leverage12.17
Implied volatility0.49

Reference data

ISIN CH1281045950
Symbol BAE5QZ
Security 128104595
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 42.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 22.11%
Premium p.a. 175.47%
Leverage 178.47
Implied volatility 49.10%
Moneyness out-of-the-money
Leverage 12.1727
Delta -0.0682
Gamma 0.0014
Theta -0.0013
Rho -0.0005
Vega 0.0025
Fair value 0.03
Intrinsic value n.a.
Break-even 41.70
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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