Inhaltsseite: Home

ZKB Put Warrant auf
Danone SA

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

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 18.06.2024 02:36:57

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 18.06.24 14:36 18.06.24 14:36

Current data

Last price paid 0.075
Change +7.14% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -16.67%
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 price0.09
Underlying price on issue58.43
Premium0.14%
Premium p.a.0.26%
Leverage9.91
Implied volatility0.24

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 13.98%
Premium p.a. 26.03%
Leverage 57.87
Implied volatility 23.72%
Moneyness out-of-the-money
Leverage 9.9090
Delta -0.1712
Gamma 0.0020
Theta -0.0004
Rho -0.0044
Vega 0.0081
Fair value 0.08
Intrinsic value n.a.
Break-even 50.98
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading