Inhaltsseite: Home

ZKB Call Warrant auf
Alibaba Group Holding Ltd

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

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 31.05.2024 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 0.075 0.085
Volume 675'000.00 350'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.085
Change -29.17% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -71.43%
Year to date (YTD) n.a.
1 month -34.62%
3 months -63.04%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue72.58
Premium0.06%
Premium p.a.0.75%
Leverage15.58
Implied volatility0.36

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 5.73%
Premium p.a. 74.69%
Leverage 43.67
Implied volatility 36.16%
Moneyness out-of-the-money
Leverage 15.5805
Delta 0.3568
Gamma 0.0027
Theta -0.0020
Rho 0.0008
Vega 0.0036
Fair value 0.08
Intrinsic value n.a.
Break-even 81.77
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading