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ZKB Call Warrant auf
Sanofi SA

ISIN: CH1305153368 Security: 130515336 Symbol: SAN3OZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 26.06.2024 05:15:00

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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.17
Change +6.25% [ +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 +26.92%
Year to date (YTD) n.a.
1 month +6.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue89.61
Premium0.14%
Premium p.a.0.27%
Leverage9.48
Implied volatility0.24

Reference data

ISIN CH1305153368
Symbol SAN3OZ
Security 130515336
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 100.00
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 13.86%
Premium p.a. 26.91%
Leverage 26.39
Implied volatility 23.88%
Moneyness out-of-the-money
Leverage 9.4263
Delta 0.3572
Gamma 0.0012
Theta -0.0009
Rho 0.0072
Vega 0.0117
Fair value 0.17
Intrinsic value n.a.
Break-even 103.44
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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