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ZKB Put Warrant auf
Sanofi SA

ISIN: CH1305153491 Security: 130515349 Symbol: SAN8VZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 29.05.2024 10:05:32

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 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 29.05.24 10:05 29.05.24 10:05

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -34.21%
Year to date (YTD) n.a.
1 month -35.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue89.61
Premium0.07%
Premium p.a.0.22%
Leverage10.72
Implied volatility0.24

Reference data

ISIN CH1305153491
Symbol SAN8VZ
Security 130515349
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 84.00
C/P type put
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 7.39%
Premium p.a. 22.28%
Leverage 34.81
Implied volatility 23.52%
Moneyness out-of-the-money
Leverage 10.7176
Delta -0.3078
Gamma 0.0015
Theta -0.0007
Rho -0.0049
Vega 0.0088
Fair value 0.13
Intrinsic value n.a.
Break-even 81.47
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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