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ZKB Call Warrant auf
Société Générale SA

ISIN: CH1305153442 Security: 130515344 Symbol: GLENAZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 12.06.2024 05:15:01

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.07
Change -30.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 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 -53.13%
Year to date (YTD) n.a.
1 month -50.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue25.29
Premium0.21%
Premium p.a.0.71%
Leverage11.56
Implied volatility0.31

Reference data

ISIN CH1305153442
Symbol GLENAZ
Security 130515344
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Societe Generale, FR0000130809
Underlying ISIN FR0000130809
Strike 28.00
C/P type call
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 20.72%
Premium p.a. 70.69%
Leverage 60.65
Implied volatility 31.38%
Moneyness out-of-the-money
Leverage 11.5554
Delta 0.1905
Gamma 0.0141
Theta -0.0011
Rho 0.0023
Vega 0.0067
Fair value 0.08
Intrinsic value n.a.
Break-even 28.39
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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