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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1305139326 Security: 130513932 Symbol: BNPO4Z Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.48
Change -5.88% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +340.91%
Year to date (YTD) n.a.
1 month -5.88%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue56.13
Premium0.01%
Premium p.a.0.09%
Leverage6.24
Implied volatility0.38

Reference data

ISIN CH1305139326
Symbol BNPO4Z
Security 130513932
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 58.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 22.02.2024

Key figures

Premium 0.85%
Premium p.a. 8.83%
Leverage 6.87
Implied volatility 38.32%
Moneyness in-the-money
Leverage 6.2427
Delta 0.9083
Gamma 0.0010
Theta -0.0012
Rho 0.0024
Vega 0.0017
Fair value 0.03
Intrinsic value n.a.
Break-even 67.78
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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