Inhaltsseite: Home

ZKB Call Warrant auf
PayPal Holdings Inc

ISIN: CH1281052428 Security: 128105242 Symbol: PYPUOZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 22.05.2024 05:15:00

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.16
Change -11.11% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -63.10%
Year to date (YTD) -56.76%
1 month -38.46%
3 months -30.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue61.38
Premium0.46%
Premium p.a.0.68%
Leverage6.81
Implied volatility0.37

Reference data

ISIN CH1281052428
Symbol PYPUOZ
Security 128105242
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 90.00
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 46.41%
Premium p.a. 67.76%
Leverage 36.93
Implied volatility 37.24%
Moneyness out-of-the-money
Leverage 6.8115
Delta 0.1845
Gamma 0.0015
Theta -0.0011
Rho 0.0062
Vega 0.0126
Fair value 0.16
Intrinsic value n.a.
Break-even 91.70
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading