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ZKB Call Warrant auf 2024-20.06.2025 BNP Paribas SA
BNP Paribas SA

ISIN: CH1338507010 Security: 133850701 Symbol: BNPQSZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.19
Change +11.76% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -40.32%
Year to date (YTD) n.a.
1 month -32.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue67.51
Premium0.19%
Premium p.a.0.20%
Leverage5.75
Implied volatility0.31

Reference data

ISIN CH1338507010
Symbol BNPQSZ
Security 133850701
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 72.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 28.05.2024

Key figures

Premium 19.08%
Premium p.a. 19.51%
Leverage 16.72
Implied volatility 30.52%
Moneyness out-of-the-money
Leverage 5.7471
Delta 0.3438
Gamma 0.0010
Theta -0.0004
Rho 0.0070
Vega 0.0109
Fair value 0.19
Intrinsic value n.a.
Break-even 75.81
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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