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ZKB Call Warrant auf
Renault SA

ISIN: CH1305151263 Security: 130515126 Symbol: RNO8NZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.06.2024 09:14:45

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 13.06.24 09:14 13.06.24 09:14

Current data

Last price paid 0.02
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

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

Performance

Perf. since issue -83.33%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue51.35
Premium0.12%
Premium p.a.3.00%
Leverage25.46
Implied volatility0.42

Reference data

ISIN CH1305151263
Symbol RNO8NZ
Security 130515126
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
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 10.04.2024

Key figures

Premium 12.32%
Premium p.a. 299.87%
Leverage 242.18
Implied volatility 42.19%
Moneyness out-of-the-money
Leverage 25.4604
Delta 0.1051
Gamma 0.0022
Theta -0.0013
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 56.21
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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