Inhaltsseite: Home

ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1305147568 Security: 130514756 Symbol: BNP27Z Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.50%
Year to date (YTD) n.a.
1 month -96.74%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue61.55
Premium0.07%
Premium p.a.3.71%
Leverage36.13
Implied volatility0.41

Reference data

ISIN CH1305147568
Symbol BNP27Z
Security 130514756
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 63.00
C/P type call
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 7.12%
Premium p.a. 371.08%
Leverage 267.95
Implied volatility 40.99%
Moneyness out-of-the-money
Leverage 36.1331
Delta 0.1349
Gamma 0.0034
Theta -0.0025
Rho 0.0001
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 63.22
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading