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ZKB Call Warrant auf
Alibaba Group Holding Ltd

ISIN: CH1305149218 Security: 130514921 Symbol: BABB2Z Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.03.2024
Key Information Document DE 26.03.2024
Key Information Document EN 26.03.2024
Key Information Document FR 26.03.2024
Key Information Document IT 26.03.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change -24.00% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -19.57%
Year to date (YTD) n.a.
1 month -13.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue72.00
Premium0.02%
Premium p.a.0.31%
Leverage11.49
Implied volatility0.38

Reference data

ISIN CH1305149218
Symbol BABB2Z
Security 130514921
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alibaba Grp Sp ADS, US01609W1027
Underlying ISIN US01609W1027
Strike 75.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 26.03.2024

Key figures

Premium 2.34%
Premium p.a. 30.54%
Leverage 18.87
Implied volatility 37.67%
Moneyness in-the-money
Leverage 11.4866
Delta 0.6088
Gamma 0.0028
Theta -0.0020
Rho 0.0011
Vega 0.0036
Fair value 0.08
Intrinsic value n.a.
Break-even 79.10
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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