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ZKB Call Warrant auf
Alibaba Group Holding Ltd

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

Bid Price 0.41

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 175'000.00

Date/time (delayed) 17.05.2024 01:52:04

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 0.41 0.39
Volume 125'000.00 175'000.00
Date/time 17.05.24 13:52 16.05.24 17:15

Current data

Last price paid 0.38
Change +100.00% [ +0.19 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 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 +42.86%
Year to date (YTD) n.a.
1 month +347.06%
3 months +46.15%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue72.58
Premium0.02%
Premium p.a.0.21%
Leverage6.84
Implied volatility0.49

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 2.46%
Premium p.a. 21.41%
Leverage 9.84
Implied volatility 48.72%
Moneyness in-the-money
Leverage 6.8418
Delta 0.6951
Gamma 0.0014
Theta -0.0020
Rho 0.0019
Vega 0.0045
Fair value 0.10
Intrinsic value n.a.
Break-even 88.81
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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