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ZKB Call Warrant auf
PayPal Holdings Inc

ISIN: CH1305131059 Security: 130513105 Symbol: PYPYBZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date29.01.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -84.88%
Year to date (YTD) n.a.
1 month -41.67%
3 months -69.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue66.90
Premium0.65%
Premium p.a.1.05%
Leverage7.78
Implied volatility0.39

Reference data

ISIN CH1305131059
Symbol PYPYBZ
Security 130513105
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 100.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 22.01.2024

Key figures

Premium 65.13%
Premium p.a. 104.73%
Leverage 83.58
Implied volatility 39.45%
Moneyness out-of-the-money
Leverage 7.7795
Delta 0.0931
Gamma 0.0010
Theta -0.0007
Rho 0.0027
Vega 0.0071
Fair value 0.07
Intrinsic value n.a.
Break-even 100.73
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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