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ZKB Call Warrant auf
Henkel AG & Co. KGaA

ISIN: CH1268369340 Security: 126836934 Symbol: HEN3SZ Life cycle
redeemed

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 675'000.00

Volume 350'000.00

Date/time (delayed) 21.06.2024 12:00:00

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 0.07 0.08
Volume 675'000.00 350'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.08
Change -33.33% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

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

Performance

Perf. since issue -58.33%
Year to date (YTD) +45.45%
1 month -60.00%
3 months +220.00%
1 year -46.67%
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue75.43
Premium0.00%
Premium p.a.0.13%
Leverage34.78
Implied volatility0.16

Reference data

ISIN CH1268369340
Symbol HEN3SZ
Security 126836934
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Henkel Vz I, DE0006048432
Underlying ISIN DE0006048432
Strike 80.00
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 0.25%
Premium p.a. 13.14%
Leverage 41.59
Implied volatility 16.20%
Moneyness in-the-money
Leverage 34.7758
Delta 0.8362
Gamma 0.0055
Theta -0.0014
Rho 0.0005
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 81.97
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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