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ZKB Put Warrant auf
Renault SA

ISIN: CH1305154051 Security: 130515405 Symbol: RNOLWZ 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) 03.06.2024 10:08:52

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 03.06.24 10:08 03.06.24 10:08

Current data

Last price paid 0.12
Change -14.29% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -54.35%
Year to date (YTD) n.a.
1 month -42.86%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue48.36
Premium0.19%
Premium p.a.0.33%
Leverage5.39
Implied volatility0.37

Reference data

ISIN CH1305154051
Symbol RNOLWZ
Security 130515405
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 46.00
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 18.94%
Premium p.a. 32.76%
Leverage 25.21
Implied volatility 37.16%
Moneyness out-of-the-money
Leverage 5.3894
Delta -0.2138
Gamma 0.0010
Theta -0.0004
Rho -0.0039
Vega 0.0059
Fair value 0.11
Intrinsic value n.a.
Break-even 43.85
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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