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ZKB Put Warrant auf
Société Générale SA

ISIN: CH1305153541 Security: 130515354 Symbol: GLE3BZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

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 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 -65.00%
Year to date (YTD) n.a.
1 month -62.07%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue25.29
Premium0.14%
Premium p.a.0.44%
Leverage9.43
Implied volatility0.31

Reference data

ISIN CH1305153541
Symbol GLE3BZ
Security 130515354
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Societe Generale, FR0000130809
Underlying ISIN FR0000130809
Strike 24.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 24.04.2024

Key figures

Premium 14.33%
Premium p.a. 43.96%
Leverage 51.13
Implied volatility 31.26%
Moneyness out-of-the-money
Leverage 9.4259
Delta -0.1844
Gamma 0.0111
Theta -0.0010
Rho -0.0036
Vega 0.0082
Fair value 0.11
Intrinsic value n.a.
Break-even 23.46
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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