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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1305137734 Security: 130513773 Symbol: BNPNVZ Life cycle
Secondary market

Bid Price 0.55

Ask Price 0.56

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 24.05.2024 02:34:14

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.55 0.56
Volume 100'000.00 100'000.00
Date/time 24.05.24 14:34 24.05.24 14:34

Current data

Last price paid 0.58
Change -3.33% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +354.17%
Year to date (YTD) n.a.
1 month -4.92%
3 months +262.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue54.71
Premium0.01%
Premium p.a.0.07%
Leverage5.67
Implied volatility0.39

Reference data

ISIN CH1305137734
Symbol BNPNVZ
Security 130513773
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 56.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 16.02.2024

Key figures

Premium 0.67%
Premium p.a. 6.95%
Leverage 6.06
Implied volatility 39.04%
Moneyness in-the-money
Leverage 5.6654
Delta 0.9352
Gamma 0.0008
Theta -0.0010
Rho 0.0024
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 66.98
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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