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ZKB Put Warrant auf
Danone SA

ISIN: CH1338497071 Security: 133849707 Symbol: BN07CZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

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 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.065
Change -18.75% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 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 -22.22%
Year to date (YTD) n.a.
1 month -13.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue58.43
Premium0.12%
Premium p.a.0.23%
Leverage11.07
Implied volatility0.22

Reference data

ISIN CH1338497071
Symbol BN07CZ
Security 133849707
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 52.00
C/P type put
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 12.10%
Premium p.a. 23.50%
Leverage 61.19
Implied volatility 21.54%
Moneyness out-of-the-money
Leverage 11.0742
Delta -0.1810
Gamma 0.0024
Theta -0.0004
Rho -0.0043
Vega 0.0081
Fair value 0.07
Intrinsic value n.a.
Break-even 51.05
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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