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ZKB Call Warrant auf
Sanofi SA

ISIN: CH1305153400 Security: 130515340 Symbol: SANLLZ Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.21
Change +16.67% [ +0.03 ]
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 +13.16%
Year to date (YTD) n.a.
1 month -8.70%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue89.61
Premium0.12%
Premium p.a.0.20%
Leverage8.79
Implied volatility0.22

Reference data

ISIN CH1305153400
Symbol SANLLZ
Security 130515340
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 96.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.04.2024

Key figures

Premium 11.84%
Premium p.a. 20.19%
Leverage 20.46
Implied volatility 22.23%
Moneyness out-of-the-money
Leverage 8.7867
Delta 0.4295
Gamma 0.0013
Theta -0.0009
Rho 0.0098
Vega 0.0132
Fair value 0.22
Intrinsic value n.a.
Break-even 100.39
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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