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ZKB Call Warrant auf
Renault SA

ISIN: CH1305134541 Security: 130513454 Symbol: RNO48Z Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.49
Change -10.91% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +438.89%
Year to date (YTD) n.a.
1 month -18.33%
3 months +81.48%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue34.93
Premium0.01%
Premium p.a.0.20%
Leverage4.33
Implied volatility0.88

Reference data

ISIN CH1305134541
Symbol RNO48Z
Security 130513454
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 38.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 0.76%
Premium p.a. 19.79%
Leverage 4.70
Implied volatility 88.42%
Moneyness in-the-money
Leverage 4.3314
Delta 0.9223
Gamma 0.0009
Theta -0.0022
Rho 0.0006
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 48.18
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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