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ZKB Put Warrant auf
Danone SA

ISIN: CH1305152626 Security: 130515262 Symbol: BN0CBZ Life cycle
Secondary market

Bid Price 0.28

Ask Price 0.29

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 26.06.2024 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 0.28 0.29
Volume 175'000.00 175'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.28
Change +7.69% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 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 -18.57%
Year to date (YTD) n.a.
1 month +3.70%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue59.74
Premium0.03%
Premium p.a.0.04%
Leverage7.23
Implied volatility0.18

Reference data

ISIN CH1305152626
Symbol BN0CBZ
Security 130515262
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 60.00
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 3.38%
Premium p.a. 4.49%
Leverage 15.03
Implied volatility 18.44%
Moneyness in-the-money
Leverage 7.2284
Delta -0.4808
Gamma 0.0034
Theta -0.0003
Rho -0.0177
Vega 0.0148
Fair value 0.14
Intrinsic value n.a.
Break-even 56.14
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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