Inhaltsseite: Home

ZKB Call Warrant auf
Alibaba Group Holding Ltd

ISIN: CH1305130424 Security: 130513042 Symbol: BABTEZ Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.18
Change -10.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date19.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -35.19%
Year to date (YTD) n.a.
1 month 0.00%
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue72.58
Premium0.34%
Premium p.a.0.51%
Leverage5.76
Implied volatility0.40

Reference data

ISIN CH1305130424
Symbol BABTEZ
Security 130513042
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Alibaba Grp Sp ADS, US01609W1027
Underlying ISIN US01609W1027
Strike 100.00
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 34.00%
Premium p.a. 51.50%
Leverage 20.01
Implied volatility 39.88%
Moneyness out-of-the-money
Leverage 5.7596
Delta 0.2878
Gamma 0.0007
Theta -0.0009
Rho 0.0055
Vega 0.0096
Fair value 0.18
Intrinsic value n.a.
Break-even 103.87
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading