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ZKB Call Warrant auf
Delivery Hero SE

ISIN: CH1305134525 Security: 130513452 Symbol: DHE0XZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 12:41:51

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 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 29.05.24 12:41 29.05.24 12:41

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) n.a.
1 month +25.00%
3 months +66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue21.20
Premium0.07%
Premium p.a.0.82%
Leverage3.45
Implied volatility1.20

Reference data

ISIN CH1305134525
Symbol DHE0XZ
Security 130513452
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 24.00
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 6.70%
Premium p.a. 81.56%
Leverage 4.65
Implied volatility 119.60%
Moneyness in-the-money
Leverage 3.4475
Delta 0.7414
Gamma 0.0003
Theta -0.0005
Rho 0.0001
Vega 0.0003
Fair value 0.02
Intrinsic value n.a.
Break-even 30.06
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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