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ZKB Call Warrant auf
Bayer AG

ISIN: CH1305142593 Security: 130514259 Symbol: BAYIDZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 10.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.045
Change +28.57% [ +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 date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -28.57%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue27.94
Premium0.07%
Premium p.a.0.53%
Leverage12.02
Implied volatility0.33

Reference data

ISIN CH1305142593
Symbol BAYIDZ
Security 130514259
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 30.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.03.2024

Key figures

Premium 7.15%
Premium p.a. 53.24%
Leverage 28.27
Implied volatility 33.20%
Moneyness out-of-the-money
Leverage 12.0222
Delta 0.4253
Gamma 0.0057
Theta -0.0007
Rho 0.0007
Vega 0.0020
Fair value 0.05
Intrinsic value n.a.
Break-even 31.02
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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