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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1268366866 Security: 126836686 Symbol: BNP8ZZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 02:31:40

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 14:31 24.05.24 14:31

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -65.00%
Year to date (YTD) -47.06%
1 month -43.75%
3 months +125.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue55.79
Premium0.06%
Premium p.a.0.65%
Leverage24.79
Implied volatility0.22

Reference data

ISIN CH1268366866
Symbol BNP8ZZ
Security 126836686
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 70.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 6.20%
Premium p.a. 64.62%
Leverage 94.38
Implied volatility 22.32%
Moneyness out-of-the-money
Leverage 24.7907
Delta 0.2627
Gamma 0.0036
Theta -0.0012
Rho 0.0008
Vega 0.0033
Fair value 0.04
Intrinsic value n.a.
Break-even 70.71
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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