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ZKB Call Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1305137676 Security: 130513767 Symbol: BMWB5Z 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) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -50.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.50%
Year to date (YTD) n.a.
1 month -95.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue103.79
Premium0.20%
Premium p.a.1.73%
Leverage28.47
Implied volatility0.27

Reference data

ISIN CH1305137676
Symbol BMWB5Z
Security 130513767
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 115.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 19.88%
Premium p.a. 172.79%
Leverage 861.39
Implied volatility 27.48%
Moneyness out-of-the-money
Leverage 28.4719
Delta 0.0331
Gamma 0.0004
Theta -0.0004
Rho 0.0002
Vega 0.0012
Fair value 0.01
Intrinsic value n.a.
Break-even 115.11
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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