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ZKB Put Warrant auf
Société Générale SA

ISIN: CH1305153525 Security: 130515352 Symbol: GLE86Z Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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 0.045 0.055
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change -15.38% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -73.68%
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 price0.19
Underlying price on issue25.29
Premium0.13%
Premium p.a.1.11%
Leverage17.10
Implied volatility0.31

Reference data

ISIN CH1305153525
Symbol GLE86Z
Security 130515352
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Societe Generale, FR0000130809
Underlying ISIN FR0000130809
Strike 24.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 5
Value day 24.04.2024

Key figures

Premium 12.82%
Premium p.a. 111.45%
Leverage 107.52
Implied volatility 31.07%
Moneyness out-of-the-money
Leverage 17.1046
Delta -0.1591
Gamma 0.0169
Theta -0.0022
Rho -0.0010
Vega 0.0044
Fair value 0.05
Intrinsic value n.a.
Break-even 23.75
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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