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ZKB Call Warrant auf
Sanofi SA

ISIN: CH1305153301 Security: 130515330 Symbol: SANSMZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 04:11:09

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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 16:11 24.05.24 16:11

Current data

Last price paid 0.06
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 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 -37.50%
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 price0.08
Underlying price on issue89.61
Premium0.05%
Premium p.a.0.48%
Leverage27.65
Implied volatility0.19

Reference data

ISIN CH1305153301
Symbol SANSMZ
Security 130515330
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Sanofi, FR0000120578
Underlying ISIN FR0000120578
Strike 93.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.04.2024

Key figures

Premium 4.62%
Premium p.a. 48.14%
Leverage 89.12
Implied volatility 18.81%
Moneyness out-of-the-money
Leverage 27.6481
Delta 0.3102
Gamma 0.0034
Theta -0.0015
Rho 0.0013
Vega 0.0049
Fair value 0.05
Intrinsic value n.a.
Break-even 94.01
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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