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ZKB Call Warrant auf
Danone SA

ISIN: CH1305152337 Security: 130515233 Symbol: BN08TZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.075
Change -21.05% [ -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 date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -22.22%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue59.74
Premium0.03%
Premium p.a.0.31%
Leverage27.79
Implied volatility0.16

Reference data

ISIN CH1305152337
Symbol BN08TZ
Security 130515233
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 60.00
C/P type call
Subscription ratio 13.33
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 13.33333
Value day 24.04.2024

Key figures

Premium 2.94%
Premium p.a. 30.61%
Leverage 64.53
Implied volatility 16.24%
Moneyness out-of-the-money
Leverage 27.7935
Delta 0.4307
Gamma 0.0102
Theta -0.0015
Rho 0.0018
Vega 0.0055
Fair value 0.07
Intrinsic value n.a.
Break-even 60.92
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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