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ZKB Put Warrant auf
Delivery Hero SE

ISIN: CH1305139367 Security: 130513936 Symbol: DHEHYZ 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) 29.05.2024 10:01:51

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:01 29.05.24 10:01

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -42.86%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue20.75
Premium0.37%
Premium p.a.0.61%
Leverage1.59
Implied volatility0.93

Reference data

ISIN CH1305139367
Symbol DHEHYZ
Security 130513936
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 22.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 22.02.2024

Key figures

Premium 37.19%
Premium p.a. 61.15%
Leverage 7.07
Implied volatility 92.81%
Moneyness out-of-the-money
Leverage 1.5897
Delta -0.2248
Gamma 0.0001
Theta -0.0001
Rho -0.0006
Vega 0.0007
Fair value 0.04
Intrinsic value n.a.
Break-even 17.96
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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