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ZKB Call Warrant auf 2024-21.06.2024 Alibaba Group Holding Ltd
Alibaba Group Holding Ltd

ISIN: CH1338498848 Security: 133849884 Symbol: BABDIZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.06.2024
Key Information Document DE 13.06.2024
Key Information Document EN 13.06.2024
Key Information Document FR 13.06.2024
Key Information Document IT 13.06.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.18%
Year to date (YTD) n.a.
1 month -91.30%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue81.37
Premium0.16%
Premium p.a.4.09%
Leverage21.45
Implied volatility0.53

Reference data

ISIN CH1338498848
Symbol BABDIZ
Security 133849884
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alibaba Grp Sp ADS, US01609W1027
Underlying ISIN US01609W1027
Strike 84.27
C/P type call
Subscription ratio 19.83
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 19.82868
Value day 06.05.2024

Key figures

Premium 15.67%
Premium p.a. 408.58%
Leverage 219.05
Implied volatility 52.88%
Moneyness out-of-the-money
Leverage 21.4492
Delta 0.0979
Gamma 0.0013
Theta -0.0021
Rho 0.0001
Vega 0.0011
Fair value 0.02
Intrinsic value n.a.
Break-even 85.34
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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