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ZKB Call Warrant auf
Renault SA

ISIN: CH1268369779 Security: 126836977 Symbol: RNOLGZ Life cycle
Secondary market

Bid Price 0.27

Ask Price 0.28

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 21.05.2024 10:31:04

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 0.27 0.28
Volume 200'000.00 200'000.00
Date/time 21.05.24 10:31 21.05.24 10:31

Current data

Last price paid 0.28
Change -3.45% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 12'000.00 Unit
Date/time 17.05.2024 17:15

Life cycle

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

Performance

Perf. since issue +243.75%
Year to date (YTD) +330.77%
1 month +3.70%
3 months +330.77%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue33.43
Premium0.00%
Premium p.a.0.03%
Leverage7.50
Implied volatility0.46

Reference data

ISIN CH1268369779
Symbol RNOLGZ
Security 126836977
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 44.00
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 0.33%
Premium p.a. 3.15%
Leverage 8.88
Implied volatility 46.26%
Moneyness in-the-money
Leverage 7.5022
Delta 0.8447
Gamma 0.0037
Theta -0.0004
Rho 0.0005
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 49.56
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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