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ZKB Call Warrant auf
Zalando SE

ISIN: CH1305151180 Security: 130515118 Symbol: ZALV0Z 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 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

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 06.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.88%
Year to date (YTD) n.a.
1 month -57.14%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue26.63
Premium0.24%
Premium p.a.12.55%
Leverage11.87
Implied volatility1.28

Reference data

ISIN CH1305151180
Symbol ZALV0Z
Security 130515118
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zalando I, DE000ZAL1111
Underlying ISIN DE000ZAL1111
Strike 28.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 10.04.2024

Key figures

Premium 24.07%
Premium p.a. 1255.03%
Leverage 82.77
Implied volatility 128.32%
Moneyness out-of-the-money
Leverage 11.8656
Delta 0.1434
Gamma 0.0023
Theta -0.0025
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 28.28
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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