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ZKB Call Warrant auf
Delivery Hero SE

ISIN: CH1305143328 Security: 130514332 Symbol: DHE05Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:01:50

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.04 0.05
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 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +12.50%
Year to date (YTD) n.a.
1 month -7.69%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue23.32
Premium0.07%
Premium p.a.0.86%
Leverage4.30
Implied volatility0.99

Reference data

ISIN CH1305143328
Symbol DHE05Z
Security 130514332
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Delivery Hero N, DE000A2E4K43
Underlying ISIN DE000A2E4K43
Strike 26.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.03.2024

Key figures

Premium 7.04%
Premium p.a. 85.61%
Leverage 6.28
Implied volatility 98.67%
Moneyness in-the-money
Leverage 4.2989
Delta 0.6851
Gamma 0.0004
Theta -0.0005
Rho 0.0001
Vega 0.0003
Fair value 0.02
Intrinsic value n.a.
Break-even 30.55
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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