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ZKB Put Warrant auf
BNP Paribas SA

ISIN: CH1281051008 Security: 128105100 Symbol: BNPCRZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.22
Change +4.76% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -31.82%
Year to date (YTD) -24.14%
1 month +100.00%
3 months -18.52%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue61.83
Premium0.07%
Premium p.a.0.13%
Leverage5.59
Implied volatility0.29

Reference data

ISIN CH1281051008
Symbol BNPCRZ
Security 128105100
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 60.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 6.81%
Premium p.a. 12.88%
Leverage 12.60
Implied volatility 28.85%
Moneyness in-the-money
Leverage 5.5876
Delta -0.4436
Gamma 0.0017
Theta -0.0005
Rho -0.0078
Vega 0.0081
Fair value 0.19
Intrinsic value n.a.
Break-even 55.29
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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