Inhaltsseite: Home

ZKB Put Warrant auf
Danone SA

ISIN: CH1305152436 Security: 130515243 Symbol: BN04NZ 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) 29.05.2024 09:31:08

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 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 29.05.24 09:31 29.05.24 09:31

Current data

Last price paid 0.085
Change -10.53% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 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 -32.14%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue59.74
Premium0.07%
Premium p.a.0.20%
Leverage13.22
Implied volatility0.20

Reference data

ISIN CH1305152436
Symbol BN04NZ
Security 130515243
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 56.00
C/P type put
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 6.76%
Premium p.a. 20.38%
Leverage 47.06
Implied volatility 19.96%
Moneyness out-of-the-money
Leverage 13.2235
Delta -0.2810
Gamma 0.0039
Theta -0.0006
Rho -0.0045
Vega 0.0087
Fair value 0.10
Intrinsic value n.a.
Break-even 54.75
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading