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

ISIN: CH1305133220 Security: 130513322 Symbol: BABUAZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -76.47%
Year to date (YTD) n.a.
1 month -52.63%
3 months -59.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue74.89
Premium0.64%
Premium p.a.1.03%
Leverage7.81
Implied volatility0.39

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 118.97
C/P type call
Subscription ratio 19.83
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 19.82868
Value day 25.01.2024

Key figures

Premium 63.87%
Premium p.a. 102.71%
Leverage 82.14
Implied volatility 39.13%
Moneyness out-of-the-money
Leverage 7.8075
Delta 0.0950
Gamma 0.0004
Theta -0.0004
Rho 0.0017
Vega 0.0044
Fair value 0.04
Intrinsic value n.a.
Break-even 120.90
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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