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ZKB Call Warrant auf
Bayerische Motoren Werke AG

ISIN: CH1305153681 Security: 130515368 Symbol: BMWM5Z 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) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.12%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue106.23
Premium0.14%
Premium p.a.1.50%
Leverage29.19
Implied volatility0.26

Reference data

ISIN CH1305153681
Symbol BMWM5Z
Security 130515368
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BMW I, DE0005190003
Underlying ISIN DE0005190003
Strike 106.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.04.2024

Key figures

Premium 14.39%
Premium p.a. 150.09%
Leverage 460.58
Implied volatility 26.48%
Moneyness out-of-the-money
Leverage 29.1866
Delta 0.0634
Gamma 0.0008
Theta -0.0007
Rho 0.0003
Vega 0.0018
Fair value 0.01
Intrinsic value n.a.
Break-even 106.20
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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