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ZKB Call Warrant auf
Danone SA

ISIN: CH1305152394 Security: 130515239 Symbol: BN00QZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 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 -42.86%
Year to date (YTD) n.a.
1 month -40.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue59.74
Premium0.18%
Premium p.a.0.35%
Leverage16.12
Implied volatility0.18

Reference data

ISIN CH1305152394
Symbol BN00QZ
Security 130515239
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 68.00
C/P type call
Subscription ratio 13.33
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 13.33333
Value day 24.04.2024

Key figures

Premium 18.01%
Premium p.a. 34.97%
Leverage 107.08
Implied volatility 17.65%
Moneyness out-of-the-money
Leverage 16.1218
Delta 0.1506
Gamma 0.0025
Theta -0.0004
Rho 0.0031
Vega 0.0072
Fair value 0.04
Intrinsic value n.a.
Break-even 68.54
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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