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ZKB Call Warrant auf
BNP Paribas SA

ISIN: CH1268369167 Security: 126836916 Symbol: BNPW7Z Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.36
Change +5.88% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +114.71%
Year to date (YTD) +125.00%
1 month +260.00%
3 months +1340.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue56.93
Premium0.00%
Premium p.a.0.01%
Leverage8.63
Implied volatility0.46

Reference data

ISIN CH1268369167
Symbol BNPW7Z
Security 126836916
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying BNP Paribas Br-A, FR0000131104
Underlying ISIN FR0000131104
Strike 65.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 0.12%
Premium p.a. 1.05%
Leverage 9.77
Implied volatility 46.00%
Moneyness in-the-money
Leverage 8.6328
Delta 0.8832
Gamma 0.0038
Theta -0.0003
Rho 0.0004
Vega 0.0016
Fair value 0.00
Intrinsic value n.a.
Break-even 72.40
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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