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ZKB Call Warrant auf 2024-20.06.2025 PayPal Holdings Inc
PayPal Holdings Inc

ISIN: CH1338507556 Security: 133850755 Symbol: PYP8MZ 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) 23.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 23.07.24 17:15 23.07.24 17:15

Current data

Last price paid 0.18
Change -10.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.07.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -31.48%
Year to date (YTD) n.a.
1 month -14.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue62.50
Premium0.68%
Premium p.a.0.73%
Leverage5.38
Implied volatility0.42

Reference data

ISIN CH1338507556
Symbol PYP8MZ
Security 133850755
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 100.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 28.05.2024

Key figures

Premium 68.15%
Premium p.a. 73.38%
Leverage 29.25
Implied volatility 42.19%
Moneyness out-of-the-money
Leverage 5.3797
Delta 0.1839
Gamma 0.0012
Theta -0.0010
Rho 0.0075
Vega 0.0139
Fair value 0.19
Intrinsic value n.a.
Break-even 102.08
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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