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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1305151305 Security: 130515130 Symbol: BNPGVZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.50%
Year to date (YTD) n.a.
1 month -92.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue67.42
Premium0.14%
Premium p.a.7.24%
Leverage24.53
Implied volatility0.66

Reference data

ISIN CH1305151305
Symbol BNPGVZ
Security 130515130
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 67.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 10.04.2024

Key figures

Premium 13.89%
Premium p.a. 724.48%
Leverage 267.95
Implied volatility 66.02%
Moneyness out-of-the-money
Leverage 24.5275
Delta 0.0915
Gamma 0.0016
Theta -0.0029
Rho 0.0000
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 67.22
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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