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ZKB Put Warrant auf
Sanofi SA

ISIN: CH1338497717 Security: 133849771 Symbol: SANQQZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 18.06.2024 02:01:09

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 18.06.24 14:01 18.06.24 14:01

Current data

Last price paid 0.075
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

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

Performance

Perf. since issue -53.85%
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 issue91.32
Premium0.01%
Premium p.a.0.37%
Leverage37.06
Implied volatility0.19

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 1.02%
Premium p.a. 37.15%
Leverage 69.45
Implied volatility 19.23%
Moneyness in-the-money
Leverage 37.0644
Delta -0.5337
Gamma 0.0074
Theta -0.0025
Rho -0.0006
Vega 0.0027
Fair value 0.04
Intrinsic value n.a.
Break-even 86.74
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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