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ZKB Put Warrant auf
Zalando SE

ISIN: CH1305147238 Security: 130514723 Symbol: ZALRHZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.13
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
Year to date (YTD) n.a.
1 month +8.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue23.01
Premium0.15%
Premium p.a.0.24%
Leverage2.73
Implied volatility0.51

Reference data

ISIN CH1305147238
Symbol ZALRHZ
Security 130514723
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Zalando I, DE000ZAL1111
Underlying ISIN DE000ZAL1111
Strike 24.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 20.03.2024

Key figures

Premium 15.34%
Premium p.a. 23.93%
Leverage 7.11
Implied volatility 50.86%
Moneyness out-of-the-money
Leverage 2.7284
Delta -0.3839
Gamma 0.0016
Theta -0.0003
Rho -0.0032
Vega 0.0029
Fair value 0.14
Intrinsic value n.a.
Break-even 20.58
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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