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ZKB Call Warrant auf 2024-17.01.2025 Alibaba Group Holding Ltd
Alibaba Group Holding Ltd

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

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 17.06.2024 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 0.13 0.14
Volume 375'000.00 375'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 0.13
Change -18.75% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -50.00%
Year to date (YTD) n.a.
1 month -40.91%
3 months -40.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue72.58
Premium0.38%
Premium p.a.0.62%
Leverage6.20
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 99.14
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 38.05%
Premium p.a. 62.00%
Leverage 24.65
Implied volatility 39.95%
Moneyness out-of-the-money
Leverage 6.1993
Delta 0.2515
Gamma 0.0008
Theta -0.0008
Rho 0.0043
Vega 0.0083
Fair value 0.14
Intrinsic value n.a.
Break-even 103.03
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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