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ZKB Call Warrant auf
Delivery Hero SE

ISIN: CH1268386039 Security: 126838603 Symbol: DHEZ5Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.08.2023
Key Information Document DE 29.08.2023
Key Information Document EN 29.08.2023
Key Information Document FR 29.08.2023
Key Information Document IT 29.08.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

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 03.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date05.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -78.57%
Year to date (YTD) -40.00%
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue35.28
Premium0.34%
Premium p.a.2.78%
Leverage5.72
Implied volatility0.95

Reference data

ISIN CH1268386039
Symbol DHEZ5Z
Security 126838603
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 40.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 29.08.2023

Key figures

Premium 33.53%
Premium p.a. 278.15%
Leverage 20.36
Implied volatility 95.41%
Moneyness out-of-the-money
Leverage 5.7178
Delta 0.2809
Gamma 0.0003
Theta -0.0004
Rho 0.0001
Vega 0.0004
Fair value 0.02
Intrinsic value n.a.
Break-even 41.53
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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