Inhaltsseite: Home

ZKB Call Warrant auf
Danone SA

ISIN: CH1305152386 Security: 130515238 Symbol: BN03AZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date02.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -3.57%
Year to date (YTD) n.a.
1 month +18.18%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue59.74
Premium0.11%
Premium p.a.0.19%
Leverage11.86
Implied volatility0.17

Reference data

ISIN CH1305152386
Symbol BN03AZ
Security 130515238
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 64.00
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 11.28%
Premium p.a. 19.25%
Leverage 33.01
Implied volatility 17.39%
Moneyness out-of-the-money
Leverage 11.8649
Delta 0.3595
Gamma 0.0037
Theta -0.0007
Rho 0.0086
Vega 0.0128
Fair value 0.14
Intrinsic value n.a.
Break-even 65.79
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading