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ZKB Call Warrant auf
Renault SA

ISIN: CH1305147345 Security: 130514734 Symbol: RNO24Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.065
Change +18.18% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +30.00%
Year to date (YTD) n.a.
1 month -53.57%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue44.55
Premium0.02%
Premium p.a.0.20%
Leverage17.17
Implied volatility0.27

Reference data

ISIN CH1305147345
Symbol RNO24Z
Security 130514734
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Renault, FR0000131906
Underlying ISIN FR0000131906
Strike 50.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 2.27%
Premium p.a. 19.70%
Leverage 38.09
Implied volatility 26.62%
Moneyness in-the-money
Leverage 17.1713
Delta 0.4508
Gamma 0.0056
Theta -0.0005
Rho 0.0007
Vega 0.0031
Fair value 0.06
Intrinsic value n.a.
Break-even 51.32
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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