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ZKB Call Warrant auf
Zalando SE

ISIN: CH1281032081 Security: 128103208 Symbol: ZALLQZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.03 0.04
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 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -68.18%
Year to date (YTD) -38.46%
1 month -69.23%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue21.84
Premium0.11%
Premium p.a.0.92%
Leverage10.18
Implied volatility0.46

Reference data

ISIN CH1281032081
Symbol ZALLQZ
Security 128103208
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Zalando I, DE000ZAL1111
Underlying ISIN DE000ZAL1111
Strike 26.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 26.09.2023

Key figures

Premium 10.60%
Premium p.a. 92.11%
Leverage 27.42
Implied volatility 45.66%
Moneyness out-of-the-money
Leverage 10.1849
Delta 0.3715
Gamma 0.0041
Theta -0.0007
Rho 0.0004
Vega 0.0012
Fair value 0.04
Intrinsic value n.a.
Break-even 26.89
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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