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ZKB Put Warrant auf
Danone SA

ISIN: CH1305152428 Security: 130515242 Symbol: BN07UZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
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 -62.50%
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 price0.12
Underlying price on issue59.74
Premium0.04%
Premium p.a.0.36%
Leverage26.59
Implied volatility0.18

Reference data

ISIN CH1305152428
Symbol BN07UZ
Security 130515242
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Danone, FR0000120644
Underlying ISIN FR0000120644
Strike 58.00
C/P type put
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 4.16%
Premium p.a. 36.17%
Leverage 101.04
Implied volatility 17.81%
Moneyness out-of-the-money
Leverage 26.5919
Delta -0.2632
Gamma 0.0070
Theta -0.0009
Rho -0.0014
Vega 0.0050
Fair value 0.05
Intrinsic value n.a.
Break-even 57.41
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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