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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1305137734 Security: 130513773 Symbol: BNPNVZ Life cycle
redeemed

Bid Price 0.14

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.14 0.16
Volume 375'000.00 375'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.16
Change -23.81% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue +25.00%
Year to date (YTD) n.a.
1 month -74.60%
3 months -55.56%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue54.71
Premium0.00%
Premium p.a.0.06%
Leverage18.04
Implied volatility0.22

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 0.11%
Premium p.a. 5.79%
Leverage 18.78
Implied volatility 22.11%
Moneyness in-the-money
Leverage 18.0379
Delta 0.9604
Gamma 0.0024
Theta -0.0007
Rho 0.0005
Vega 0.0003
Fair value 0.00
Intrinsic value n.a.
Break-even 59.15
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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