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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1305147568 Security: 130514756 Symbol: BNP27Z Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 02:41:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 24.05.24 14:41 24.05.24 14:41

Current data

Last price paid 0.25
Change -7.41% [ -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 date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +115.00%
Year to date (YTD) n.a.
1 month -13.79%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue61.55
Premium0.01%
Premium p.a.0.12%
Leverage12.29
Implied volatility0.23

Reference data

ISIN CH1305147568
Symbol BNP27Z
Security 130514756
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 63.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 1.18%
Premium p.a. 12.27%
Leverage 15.36
Implied volatility 23.33%
Moneyness in-the-money
Leverage 12.2929
Delta 0.8004
Gamma 0.0029
Theta -0.0012
Rho 0.0023
Vega 0.0029
Fair value 0.04
Intrinsic value n.a.
Break-even 67.33
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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