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ZKB Call Warrant auf
Danone SA

ISIN: CH1305152352 Security: 130515235 Symbol: BN0BYZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.17
Change -10.53% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date02.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -8.33%
Year to date (YTD) n.a.
1 month +21.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue59.74
Premium0.06%
Premium p.a.0.17%
Leverage13.30
Implied volatility0.18

Reference data

ISIN CH1305152352
Symbol BN0BYZ
Security 130515235
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 60.00
C/P type call
Subscription ratio 13.33
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 13.33333
Value day 24.04.2024

Key figures

Premium 5.76%
Premium p.a. 17.23%
Leverage 27.15
Implied volatility 17.54%
Moneyness out-of-the-money
Leverage 13.2970
Delta 0.4898
Gamma 0.0052
Theta -0.0010
Rho 0.0068
Vega 0.0103
Fair value 0.17
Intrinsic value n.a.
Break-even 62.17
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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