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ZKB Put Warrant auf
Delivery Hero SE

ISIN: CH1305129244 Security: 130512924 Symbol: DHECBZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 29.05.2024 12:14:16

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 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 29.05.24 12:14 29.05.24 12:14

Current data

Last price paid 0.055
Change -15.38% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -33.33%
Year to date (YTD) n.a.
1 month n.a.
3 months -38.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue23.64
Premium0.29%
Premium p.a.0.48%
Leverage1.44
Implied volatility0.90

Reference data

ISIN CH1305129244
Symbol DHECBZ
Security 130512924
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 26.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 05.01.2024

Key figures

Premium 29.29%
Premium p.a. 48.15%
Leverage 4.65
Implied volatility 90.35%
Moneyness out-of-the-money
Leverage 1.4351
Delta -0.3083
Gamma 0.0002
Theta -0.0001
Rho -0.0009
Vega 0.0008
Fair value 0.06
Intrinsic value n.a.
Break-even 19.94
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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