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ZKB Call Warrant auf
Renault SA

ISIN: CH1305151297 Security: 130515129 Symbol: RNOTPZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 13.06.2024 05:15:01

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 13.06.24 17:15 13.06.24 17:15

Current data

Last price paid 0.10
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -32.14%
Year to date (YTD) n.a.
1 month +25.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue51.35
Premium0.25%
Premium p.a.0.45%
Leverage7.25
Implied volatility0.34

Reference data

ISIN CH1305151297
Symbol RNOTPZ
Security 130515129
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 60.00
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 24.88%
Premium p.a. 45.18%
Leverage 25.11
Implied volatility 33.60%
Moneyness out-of-the-money
Leverage 7.2511
Delta 0.2888
Gamma 0.0014
Theta -0.0006
Rho 0.0033
Vega 0.0060
Fair value 0.10
Intrinsic value n.a.
Break-even 61.98
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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