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ZKB Call Warrant auf
Alibaba Group Holding Ltd

ISIN: CH1305130408 Security: 130513040 Symbol: BABL1Z Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.01.2024
Key Information Document DE 11.01.2024
Key Information Document EN 11.01.2024
Key Information Document FR 11.01.2024
Key Information Document IT 11.01.2024

Price data

  Bid Ask
Price 0.48 0.39
Volume 100'000.00 175'000.00
Date/time 17.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.48
Change +26.32% [ +0.10 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +55.36%
Year to date (YTD) n.a.
1 month +500.00%
3 months +84.62%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue72.58
Premium0.00%
Premium p.a.0.03%
Leverage8.00
Implied volatility0.34

Reference data

ISIN CH1305130408
Symbol BABL1Z
Security 130513040
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alibaba Grp Sp ADS, US01609W1027
Underlying ISIN US01609W1027
Strike 80.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 11.01.2024

Key figures

Premium 0.35%
Premium p.a. 3.04%
Leverage 9.32
Implied volatility 34.13%
Moneyness in-the-money
Leverage 7.9992
Delta 0.8586
Gamma 0.0019
Theta -0.0007
Rho 0.0015
Vega 0.0028
Fair value 0.01
Intrinsic value n.a.
Break-even 89.58
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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