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ZKB Call Warrant auf
Delivery Hero SE

ISIN: CH1281036926 Security: 128103692 Symbol: DHES3Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

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 02.11.2023
Key Information Document DE 02.11.2023
Key Information Document EN 02.11.2023
Key Information Document FR 02.11.2023
Key Information Document IT 02.11.2023

Price data

  Bid Ask
Price 0.04 0.05
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 0.045
Change +80.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.11.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) +12.50%
1 month -30.77%
3 months +50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue26.39
Premium0.11%
Premium p.a.0.93%
Leverage4.16
Implied volatility0.94

Reference data

ISIN CH1281036926
Symbol DHES3Z
Security 128103692
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 30.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 02.11.2023

Key figures

Premium 11.20%
Premium p.a. 92.91%
Leverage 6.79
Implied volatility 93.58%
Moneyness in-the-money
Leverage 4.1601
Delta 0.6131
Gamma 0.0004
Theta -0.0004
Rho 0.0002
Vega 0.0004
Fair value 0.03
Intrinsic value n.a.
Break-even 34.58
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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