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ZKB Put Warrant auf
Danone SA

ISIN: CH1507485162 Security: 150748516 Symbol: BN0B1Z Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 02.04.2026 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.01.2026
Key Information Document DE 26.01.2026
Key Information Document EN 26.01.2026

Price data

  Bid Ask
Price 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 02.04.26 17:15 02.04.26 17:15

Current data

Last price paid 0.37
Change -2.63% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.04.2026 17:20

Life cycle

Initial fixing date26.01.2026
Settlement date02.02.2026
Last trading18.12.2026
Final fixing18.12.2026
Currency redemptionCHF

Performance

Perf. since issue -37.07%
Year to date (YTD) n.a.
1 month +27.59%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue64.31
Premium0.13%
Premium p.a.0.18%
Leverage5.92
Implied volatility0.26

Reference data

ISIN CH1507485162
Symbol BN0B1Z
Security 150748516
Exchange SIX Structured Products
Currency CHF
Expiry 28.12.2026
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 64.00
C/P type put
Subscription ratio 10.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 26.01.2026

Key figures

Premium 13.41%
Premium p.a. 18.13%
Leverage 17.51
Implied volatility 25.74%
Moneyness out-of-the-money
Leverage 5.9167
Delta -0.2280
Gamma 0.0025
Theta -0.0011
Rho -0.0186
Vega 0.0197
Fair value 0.37
Intrinsic value n.a.
Break-even 60.04
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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