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ZKB Put Warrant auf
Société Générale SA

ISIN: CH1305153525 Security: 130515352 Symbol: GLE86Z 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) 31.05.2024 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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

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 31.05.2024 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 -89.47%
Year to date (YTD) n.a.
1 month -85.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue25.29
Premium0.13%
Premium p.a.1.66%
Leverage21.44
Implied volatility0.36

Reference data

ISIN CH1305153525
Symbol GLE86Z
Security 130515352
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Societe Generale, FR0000130809
Underlying ISIN FR0000130809
Strike 24.00
C/P type put
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 12.75%
Premium p.a. 166.20%
Leverage 268.42
Implied volatility 35.89%
Moneyness out-of-the-money
Leverage 21.4406
Delta -0.0799
Gamma 0.0111
Theta -0.0014
Rho -0.0003
Vega 0.0022
Fair value 0.02
Intrinsic value n.a.
Break-even 23.90
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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