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ZKB Call Warrant auf
Bayer AG

ISIN: CH1305143211 Security: 130514321 Symbol: BAY58Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 250'000.00 250'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.09
Change +12.50% [ +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 date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +35.71%
Year to date (YTD) n.a.
1 month +12.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue26.10
Premium0.03%
Premium p.a.0.25%
Leverage9.74
Implied volatility0.32

Reference data

ISIN CH1305143211
Symbol BAY58Z
Security 130514321
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Bayer N, DE000BAY0017
Underlying ISIN DE000BAY0017
Strike 28.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.03.2024

Key figures

Premium 3.35%
Premium p.a. 24.96%
Leverage 14.89
Implied volatility 31.60%
Moneyness in-the-money
Leverage 9.7435
Delta 0.6544
Gamma 0.0056
Theta -0.0007
Rho 0.0011
Vega 0.0019
Fair value 0.05
Intrinsic value n.a.
Break-even 29.95
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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