Call-Warrant

Symbol: BAECOZ
Underlyings: Julius Baer Group
ISIN: CH0392729965
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
18/06/19
17:20:01
0.070
0.080
CHF
Volume
200,000
200,000

Performance

Closing prev. day 0.390
Diff. absolute / % -0.32 -82.05%

Determined prices

Last Price 0.390 Volume 5,000
Time 14:14:42 Date 06/05/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0392729965
Valor 39272996
Symbol BAECOZ
Strike 52.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 25/09/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Physical delivery
IRS 871m Not available
Currency safeguarded No
Pricing Not specified
Issuer Zürcher Kantonalbank

Underlyings

Name Julius Baer Group
ISIN CH0102484968
Price 42.1200 CHF
Date 19/06/19 09:05
Ratio 5.00

Key data

Ask Price (basis for calculation) 0.0800
Calculated price of underlying 41.7000
Premium 25.66%
Premium p.a. 144.47%
Break-even point 52.40 CHF
Time value 0.08
Implied volatility 33.94%
Leverage 8.38
Delta 0.08
Gamma 0.02
Vega 0.03
Distance to Strike -10.20
Distance to Strike in % -24.40%

market maker quality Date: 18/06/2019

Average Spread 17.44%
Last Best Bid Price 0.07 CHF
Last Best Ask Price 0.08 CHF
Last Best Bid Volume 200,000
Last Best Ask Volume 200,000
Average Buy Volume 200,000
Average Sell Volume 200,000
Average Buy Value 10,687 CHF
Average Sell Value 12,687 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.