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ZKB Call Warrant auf
Zalando SE

ISIN: CH1305129426 Security: 130512942 Symbol: ZALFHZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 625'000.00 325'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.085
Change -15.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue 0.00%
Year to date (YTD) n.a.
1 month -57.50%
3 months +41.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue18.93
Premium0.03%
Premium p.a.0.48%
Leverage8.06
Implied volatility0.55

Reference data

ISIN CH1305129426
Symbol ZALFHZ
Security 130512942
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zalando I, DE000ZAL1111
Underlying ISIN DE000ZAL1111
Strike 22.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 05.01.2024

Key figures

Premium 2.76%
Premium p.a. 47.94%
Leverage 11.34
Implied volatility 54.90%
Moneyness in-the-money
Leverage 8.0623
Delta 0.7112
Gamma 0.0046
Theta -0.0010
Rho 0.0003
Vega 0.0007
Fair value 0.03
Intrinsic value n.a.
Break-even 24.07
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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