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ZKB Call Warrant auf
Delivery Hero SE

ISIN: CH1305134939 Security: 130513493 Symbol: DHEMNZ 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) 29.05.2024 10:39:14

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 29.05.24 10:39 29.05.24 10:39

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +75.00%
Year to date (YTD) n.a.
1 month 0.00%
3 months +77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue21.20
Premium0.30%
Premium p.a.0.49%
Leverage2.48
Implied volatility0.84

Reference data

ISIN CH1305134939
Symbol DHEMNZ
Security 130513493
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 30.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 31.01.2024

Key figures

Premium 29.68%
Premium p.a. 48.80%
Leverage 4.04
Implied volatility 83.96%
Moneyness out-of-the-money
Leverage 2.4807
Delta 0.6139
Gamma 0.0002
Theta -0.0002
Rho 0.0006
Vega 0.0008
Fair value 0.07
Intrinsic value n.a.
Break-even 37.08
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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