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ZKB Put Warrant auf 2024-20.12.2024 BNP Paribas SA
BNP Paribas SA

ISIN: CH1338507093 Security: 133850709 Symbol: BNPL3Z Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

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 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.23
Change -8.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.06.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +30.56%
Year to date (YTD) n.a.
1 month +27.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue67.52
Premium0.05%
Premium p.a.0.11%
Leverage6.18
Implied volatility0.27

Reference data

ISIN CH1338507093
Symbol BNPL3Z
Security 133850709
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 65.00
C/P type put
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 5.49%
Premium p.a. 11.20%
Leverage 13.16
Implied volatility 26.62%
Moneyness in-the-money
Leverage 6.1823
Delta -0.4697
Gamma 0.0017
Theta -0.0005
Rho -0.0083
Vega 0.0086
Fair value 0.17
Intrinsic value n.a.
Break-even 60.16
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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