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ZKB Call Warrant auf
Zalando SE

ISIN: CH1268369852 Security: 126836985 Symbol: ZAL8WZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.14%
Year to date (YTD) -50.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue24.92
Premium0.65%
Premium p.a.5.66%
Leverage9.32
Implied volatility0.83

Reference data

ISIN CH1268369852
Symbol ZAL8WZ
Security 126836985
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zalando I, DE000ZAL1111
Underlying ISIN DE000ZAL1111
Strike 40.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 12.06.2023

Key figures

Premium 65.11%
Premium p.a. 565.88%
Leverage 174.47
Implied volatility 82.98%
Moneyness out-of-the-money
Leverage 9.3195
Delta 0.0534
Gamma 0.0006
Theta -0.0003
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 40.14
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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