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ZKB Put Warrant auf
Julius Baer Gruppe AG

ISIN: CH1305140852 Security: 130514085 Symbol: BAE1XZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.02.2024
Key Information Document DE 29.02.2024
Key Information Document EN 29.02.2024
Key Information Document FR 29.02.2024
Key Information Document IT 29.02.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.00%
Year to date (YTD) n.a.
1 month -63.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue46.98
Premium0.20%
Premium p.a.1.69%
Leverage12.41
Implied volatility0.48

Reference data

ISIN CH1305140852
Symbol BAE1XZ
Security 130514085
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Julius Baer Grp N, CH0102484968
Underlying ISIN CH0102484968
Strike 44.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 29.02.2024

Key figures

Premium 20.35%
Premium p.a. 168.79%
Leverage 156.57
Implied volatility 47.99%
Moneyness out-of-the-money
Leverage 12.4108
Delta -0.0793
Gamma 0.0016
Theta -0.0015
Rho -0.0006
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 43.65
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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