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ZKB Put Warrant auf
PayPal Holdings Inc

ISIN: CH1281052444 Security: 128105244 Symbol: PYPJNZ Life cycle
Secondary market

Bid Price 0.35

Ask Price 0.36

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.12.2023
Key Information Document DE 18.12.2023
Key Information Document EN 18.12.2023
Key Information Document FR 18.12.2023
Key Information Document IT 18.12.2023

Price data

  Bid Ask
Price 0.35 0.36
Volume 150'000.00 150'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.35
Change +9.37% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -58.24%
Year to date (YTD) -52.05%
1 month -23.91%
3 months -55.13%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.85
Underlying price on issue61.38
Premium0.02%
Premium p.a.0.19%
Leverage10.06
Implied volatility0.32

Reference data

ISIN CH1281052444
Symbol PYPJNZ
Security 128105244
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying PayPal Holdings Rg, US70450Y1038
Underlying ISIN US70450Y1038
Strike 65.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 18.12.2023

Key figures

Premium 1.88%
Premium p.a. 19.10%
Leverage 16.04
Implied volatility 31.74%
Moneyness in-the-money
Leverage 10.0607
Delta -0.6273
Gamma 0.0067
Theta -0.0024
Rho -0.0039
Vega 0.0068
Fair value 0.11
Intrinsic value n.a.
Break-even 61.12
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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