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ZKB Call Warrant auf
Bayer AG

ISIN: CH1281050885 Security: 128105088 Symbol: BAYVWZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 01:06:10

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 13:06 21.05.24 13:03

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.31%
Year to date (YTD) -85.71%
1 month n.a.
3 months -84.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue31.68
Premium0.22%
Premium p.a.2.07%
Leverage15.38
Implied volatility0.44

Reference data

ISIN CH1281050885
Symbol BAYVWZ
Security 128105088
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 34.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 21.54%
Premium p.a. 206.93%
Leverage 139.05
Implied volatility 44.30%
Moneyness out-of-the-money
Leverage 15.3793
Delta 0.1106
Gamma 0.0024
Theta -0.0005
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 34.20
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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