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ZKB Put Warrant auf 2024-20.12.2024 Société Générale SA
Société Générale SA

ISIN: CH1338510220 Security: 133851022 Symbol: GLEIMZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 22.07.2024 02:20:18

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2024
Key Information Document DE 14.06.2024
Key Information Document EN 14.06.2024
Key Information Document FR 14.06.2024
Key Information Document IT 14.06.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 22.07.24 14:20 22.07.24 14:20

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.07.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date21.06.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -58.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue21.85
Premium0.19%
Premium p.a.0.45%
Leverage7.38
Implied volatility0.35

Reference data

ISIN CH1338510220
Symbol GLEIMZ
Security 133851022
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Societe Generale, FR0000130809
Underlying ISIN FR0000130809
Strike 20.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 14.06.2024

Key figures

Premium 18.68%
Premium p.a. 45.14%
Leverage 44.06
Implied volatility 35.50%
Moneyness out-of-the-money
Leverage 7.3791
Delta -0.1675
Gamma 0.0315
Theta -0.0008
Rho -0.0044
Vega 0.0075
Fair value 0.11
Intrinsic value n.a.
Break-even 19.46
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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