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ZKB Call Warrant auf
PayPal Holdings Inc

ISIN: CH1281052410 Security: 128105241 Symbol: PYP6HZ Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 16.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 16.07.24 17:15 16.07.24 17:15

Current data

Last price paid 0.22
Change +10.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.07.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date27.12.2023
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -63.71%
Year to date (YTD) -58.49%
1 month -15.38%
3 months -56.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.62
Underlying price on issue61.38
Premium0.34%
Premium p.a.0.64%
Leverage6.41
Implied volatility0.41

Reference data

ISIN CH1281052410
Symbol PYP6HZ
Security 128105241
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 80.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 18.12.2023

Key figures

Premium 34.10%
Premium p.a. 63.83%
Leverage 24.48
Implied volatility 40.65%
Moneyness out-of-the-money
Leverage 6.4100
Delta 0.2618
Gamma 0.0020
Theta -0.0015
Rho 0.0065
Vega 0.0131
Fair value 0.23
Intrinsic value n.a.
Break-even 82.51
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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