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ZKB Call Warrant auf
Alibaba Group Holding Ltd

ISIN: CH1305133220 Security: 130513322 Symbol: BABUAZ 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) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.01.2024
Key Information Document DE 25.01.2024
Key Information Document EN 25.01.2024
Key Information Document FR 25.01.2024
Key Information Document IT 25.01.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -12.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date01.02.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -61.76%
Year to date (YTD) n.a.
1 month -6.67%
3 months -46.15%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue74.89
Premium0.57%
Premium p.a.0.86%
Leverage7.01
Implied volatility0.40

Reference data

ISIN CH1305133220
Symbol BABUAZ
Security 130513322
Exchange SIX Structured Products
Currency CHF
Expiry 27.01.2025
Underlying Alibaba Grp Sp ADS, US01609W1027
Underlying ISIN US01609W1027
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 25.01.2024

Key figures

Premium 56.98%
Premium p.a. 86.30%
Leverage 53.74
Implied volatility 39.93%
Moneyness out-of-the-money
Leverage 7.0117
Delta 0.1305
Gamma 0.0005
Theta -0.0005
Rho 0.0026
Vega 0.0060
Fair value 0.07
Intrinsic value n.a.
Break-even 121.44
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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