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ZKB Call Warrant auf
Danone SA

ISIN: CH1305152410 Security: 130515241 Symbol: BN08HZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 18.06.2024 02:38:39

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 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 18.06.24 14:38 18.06.24 14:38

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date02.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -4.17%
Year to date (YTD) n.a.
1 month -8.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue59.74
Premium0.17%
Premium p.a.0.22%
Leverage10.57
Implied volatility0.19

Reference data

ISIN CH1305152410
Symbol BN08HZ
Security 130515241
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 68.00
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 17.44%
Premium p.a. 22.50%
Leverage 37.63
Implied volatility 18.84%
Moneyness out-of-the-money
Leverage 10.5693
Delta 0.2809
Gamma 0.0028
Theta -0.0005
Rho 0.0085
Vega 0.0128
Fair value 0.12
Intrinsic value n.a.
Break-even 69.57
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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