Inhaltsseite: Home

ZKB Call Warrant auf
Zalando SE

ISIN: CH1305147485 Security: 130514748 Symbol: ZALUZZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.33%
Year to date (YTD) n.a.
1 month -80.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue23.01
Premium0.07%
Premium p.a.3.40%
Leverage22.13
Implied volatility0.56

Reference data

ISIN CH1305147485
Symbol ZALUZZ
Security 130514748
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zalando I, DE000ZAL1111
Underlying ISIN DE000ZAL1111
Strike 24.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 20.03.2024

Key figures

Premium 6.52%
Premium p.a. 339.84%
Leverage 82.77
Implied volatility 55.76%
Moneyness out-of-the-money
Leverage 22.1296
Delta 0.2674
Gamma 0.0078
Theta -0.0016
Rho 0.0000
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 24.28
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading