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ZKB Put Warrant auf
Sanofi SA

ISIN: CH1338497717 Security: 133849771 Symbol: SANQQZ Life cycle
redeemed

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

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 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.92%
Year to date (YTD) n.a.
1 month -46.15%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue91.32
Premium0.00%
Premium p.a.0.14%
Leverage84.05
Implied volatility0.09

Reference data

ISIN CH1338497717
Symbol SANQQZ
Security 133849771
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 88.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 06.05.2024

Key figures

Premium 0.27%
Premium p.a. 14.23%
Leverage 139.26
Implied volatility 9.18%
Moneyness in-the-money
Leverage 84.0548
Delta -0.6036
Gamma 0.0172
Theta -0.0012
Rho -0.0005
Vega 0.0022
Fair value 0.01
Intrinsic value n.a.
Break-even 87.37
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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