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ZKB Call Warrant auf
Danone SA

ISIN: CH1338497063 Security: 133849706 Symbol: BN0VMZ Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

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 0.12 0.13
Volume 400'000.00 400'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.13
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date14.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -34.21%
Year to date (YTD) n.a.
1 month -38.10%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue58.43
Premium0.10%
Premium p.a.0.19%
Leverage12.79
Implied volatility0.17

Reference data

ISIN CH1338497063
Symbol BN0VMZ
Security 133849706
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 62.00
C/P type call
Subscription ratio 13.33
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 13.33333
Value day 06.05.2024

Key figures

Premium 9.63%
Premium p.a. 18.70%
Leverage 34.28
Implied volatility 16.84%
Moneyness out-of-the-money
Leverage 12.7933
Delta 0.3732
Gamma 0.0043
Theta -0.0007
Rho 0.0076
Vega 0.0116
Fair value 0.13
Intrinsic value n.a.
Break-even 63.69
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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