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ZKB Put Warrant auf
Renault SA

ISIN: CH1305147873 Security: 130514787 Symbol: RNO16Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 03.06.2024 10:09:24

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 03.06.24 10:09 03.06.24 10:09

Current data

Last price paid 0.08
Change -11.11% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -68.18%
Year to date (YTD) n.a.
1 month -42.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue44.54
Premium0.25%
Premium p.a.0.43%
Leverage5.51
Implied volatility0.40

Reference data

ISIN CH1305147873
Symbol RNO16Z
Security 130514787
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 42.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 25.07%
Premium p.a. 43.36%
Leverage 37.84
Implied volatility 40.21%
Moneyness out-of-the-money
Leverage 5.5110
Delta -0.1457
Gamma 0.0007
Theta -0.0004
Rho -0.0026
Vega 0.0046
Fair value 0.07
Intrinsic value n.a.
Break-even 40.57
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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