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ZKB Call Warrant auf 2024-21.06.2024 Alibaba Group Holding Ltd
Alibaba Group Holding Ltd

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

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.06.2024
Key Information Document DE 13.06.2024
Key Information Document EN 13.06.2024
Key Information Document FR 13.06.2024
Key Information Document IT 13.06.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -92.86%
Year to date (YTD) n.a.
1 month -85.29%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue72.58
Premium0.09%
Premium p.a.2.36%
Leverage26.09
Implied volatility0.39

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 79.31
C/P type call
Subscription ratio 19.83
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 19.82868
Value day 11.01.2024

Key figures

Premium 9.05%
Premium p.a. 235.86%
Leverage 164.29
Implied volatility 38.73%
Moneyness out-of-the-money
Leverage 26.0938
Delta 0.1588
Gamma 0.0024
Theta -0.0022
Rho 0.0002
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 80.45
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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