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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 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Performance

Perf. since issue -82.50%
Year to date (YTD) n.a.
1 month -70.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue67.99
Premium0.22%
Premium p.a.11.66%
Leverage18.61
Implied volatility0.93

Reference data

ISIN CH1338495976
Symbol BNPRLZ
Security 133849597
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 72.00
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 22.37%
Premium p.a. 1166.21%
Leverage 267.95
Implied volatility 92.57%
Moneyness out-of-the-money
Leverage 18.6096
Delta 0.0695
Gamma 0.0009
Theta -0.0033
Rho 0.0000
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 72.22
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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