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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1268369167 Security: 126836916 Symbol: BNPW7Z Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 24.05.2024 10:04:20

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 24.05.24 10:04 24.05.24 10:04

Current data

Last price paid 0.17
Change -10.53% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -20.59%
Year to date (YTD) +6.25%
1 month -19.05%
3 months +466.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue56.93
Premium0.02%
Premium p.a.0.19%
Leverage16.29
Implied volatility0.21

Reference data

ISIN CH1268369167
Symbol BNPW7Z
Security 126836916
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 65.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 1.84%
Premium p.a. 19.24%
Leverage 24.39
Implied volatility 21.21%
Moneyness in-the-money
Leverage 16.2893
Delta 0.6680
Gamma 0.0042
Theta -0.0013
Rho 0.0020
Vega 0.0037
Fair value 0.06
Intrinsic value n.a.
Break-even 67.73
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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