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ZKB Put Warrant auf
Sanofi SA

ISIN: CH1305153475 Security: 130515347 Symbol: SAN7PZ 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) 29.05.2024 09:57:42

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.04.2024
Key Information Document DE 25.04.2024
Key Information Document EN 25.04.2024
Key Information Document FR 25.04.2024
Key Information Document IT 25.04.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 09:57 29.05.24 09:57

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -71.43%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue89.61
Premium0.05%
Premium p.a.0.55%
Leverage26.98
Implied volatility0.21

Reference data

ISIN CH1305153475
Symbol SAN7PZ
Security 130515347
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 85.00
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 4.52%
Premium p.a. 55.03%
Leverage 109.10
Implied volatility 21.21%
Moneyness out-of-the-money
Leverage 26.9796
Delta -0.2473
Gamma 0.0030
Theta -0.0013
Rho -0.0009
Vega 0.0039
Fair value 0.04
Intrinsic value n.a.
Break-even 84.19
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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