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ZKB Call Warrant auf
Delivery Hero SE

ISIN: CH1268377418 Security: 126837741 Symbol: DHEYZZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:01:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:01 29.05.24 10:01

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.12.2023 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.43%
Year to date (YTD) n.a.
1 month -25.00%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue39.40
Premium0.78%
Premium p.a.9.52%
Leverage4.95
Implied volatility1.61

Reference data

ISIN CH1268377418
Symbol DHEYZZ
Security 126837741
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 50.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 07.07.2023

Key figures

Premium 78.24%
Premium p.a. 951.98%
Leverage 29.78
Implied volatility 161.40%
Moneyness out-of-the-money
Leverage 4.9452
Delta 0.1661
Gamma 0.0002
Theta -0.0005
Rho 0.0000
Vega 0.0002
Fair value 0.01
Intrinsic value n.a.
Break-even 50.96
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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