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ZKB Call Warrant auf
Danone SA

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

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 18.06.2024 02:43:54

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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 18.06.24 14:43 18.06.24 14:43

Current data

Last price paid 0.19
Change +5.56% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 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 -2.63%
Year to date (YTD) n.a.
1 month -13.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue58.43
Premium0.09%
Premium p.a.0.17%
Leverage10.43
Implied volatility0.19

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 9.15%
Premium p.a. 17.05%
Leverage 23.35
Implied volatility 18.90%
Moneyness out-of-the-money
Leverage 10.4250
Delta 0.4464
Gamma 0.0039
Theta -0.0008
Rho 0.0094
Vega 0.0125
Fair value 0.19
Intrinsic value n.a.
Break-even 64.53
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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