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ZKB Call Warrant auf
Renault SA

ISIN: CH1268367252 Security: 126836725 Symbol: RNO3YZ Life cycle
Secondary market

Bid Price 0.71

Ask Price 0.72

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 03.06.2024 12:51:29

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.71 0.72
Volume 75'000.00 75'000.00
Date/time 03.06.24 12:51 03.06.24 12:51

Current data

Last price paid 0.68
Change -1.45% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +450.00%
Year to date (YTD) +518.18%
1 month +100.00%
3 months +580.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue32.83
Premium0.01%
Premium p.a.0.08%
Leverage3.56
Implied volatility0.72

Reference data

ISIN CH1268367252
Symbol RNO3YZ
Security 126836725
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 40.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 0.53%
Premium p.a. 7.76%
Leverage 3.71
Implied volatility 72.04%
Moneyness in-the-money
Leverage 3.5570
Delta 0.9586
Gamma 0.0004
Theta -0.0011
Rho 0.0013
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 54.65
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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