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ZKB Call Warrant auf
Sanofi SA

ISIN: CH1305154077 Security: 130515407 Symbol: SANY0Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 09:44:50

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 09:44 18.06.24 09:44

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -84.62%
Year to date (YTD) n.a.
1 month -77.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue89.61
Premium0.03%
Premium p.a.1.20%
Leverage49.31
Implied volatility0.22

Reference data

ISIN CH1305154077
Symbol SANY0Z
Security 130515407
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 90.00
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 3.28%
Premium p.a. 119.64%
Leverage 208.54
Implied volatility 21.59%
Moneyness out-of-the-money
Leverage 49.3055
Delta 0.2364
Gamma 0.0051
Theta -0.0024
Rho 0.0003
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 90.42
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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