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ZKB Call Warrant auf
Renault SA

ISIN: CH1305151230 Security: 130515123 Symbol: RNO6GZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 03:22:03

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 15:22 17.05.24 15:22

Current data

Last price paid 0.04
Change +14.29% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -73.08%
Year to date (YTD) n.a.
1 month -60.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue51.36
Premium0.06%
Premium p.a.0.56%
Leverage17.41
Implied volatility0.31

Reference data

ISIN CH1305151230
Symbol RNO6GZ
Security 130515123
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 52.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 10.04.2024

Key figures

Premium 6.40%
Premium p.a. 55.61%
Leverage 69.77
Implied volatility 30.70%
Moneyness out-of-the-money
Leverage 17.4081
Delta 0.2495
Gamma 0.0033
Theta -0.0006
Rho 0.0005
Vega 0.0025
Fair value 0.04
Intrinsic value n.a.
Break-even 52.71
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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