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ZKB Call Warrant auf
PayPal Holdings Inc

ISIN: CH1281052402 Security: 128105240 Symbol: PYP7YZ Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 03.07.2024 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 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 03.07.24 17:15 03.07.24 17:15

Current data

Last price paid 0.36
Change +5.88% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 03.07.2024 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 -60.75%
Year to date (YTD) -53.25%
1 month -33.33%
3 months -57.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.93
Underlying price on issue61.38
Premium0.24%
Premium p.a.0.42%
Leverage5.67
Implied volatility0.39

Reference data

ISIN CH1281052402
Symbol PYP7YZ
Security 128105240
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 70.00
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 24.20%
Premium p.a. 42.47%
Leverage 14.72
Implied volatility 39.01%
Moneyness out-of-the-money
Leverage 5.6729
Delta 0.3855
Gamma 0.0024
Theta -0.0017
Rho 0.0097
Vega 0.0155
Fair value 0.37
Intrinsic value n.a.
Break-even 74.05
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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