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ZKB Call Warrant auf
PayPal Holdings Inc

ISIN: CH1305141652 Security: 130514165 Symbol: PYPNRZ Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.24

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.23 0.24
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.23
Change +4.55% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -41.25%
Year to date (YTD) n.a.
1 month -43.90%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue60.56
Premium0.05%
Premium p.a.0.40%
Leverage12.95
Implied volatility0.30

Reference data

ISIN CH1305141652
Symbol PYPNRZ
Security 130514165
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 65.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 04.03.2024

Key figures

Premium 4.64%
Premium p.a. 40.35%
Leverage 24.95
Implied volatility 29.72%
Moneyness out-of-the-money
Leverage 12.9492
Delta 0.5191
Gamma 0.0067
Theta -0.0032
Rho 0.0032
Vega 0.0079
Fair value 0.24
Intrinsic value n.a.
Break-even 67.59
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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