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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1268369423 Security: 126836942 Symbol: HOTZEZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 17.06.2024 01:13:02

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 0.055 0.085
Volume 925'000.00 475'000.00
Date/time 17.06.24 13:13 17.06.24 13:13

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 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 -68.18%
Year to date (YTD) -77.63%
1 month -75.71%
3 months -80.68%
1 year -59.52%
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue81.43
Premium0.02%
Premium p.a.0.72%
Leverage30.85
Implied volatility0.25

Reference data

ISIN CH1268369423
Symbol HOTZEZ
Security 126836942
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 100.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 2.18%
Premium p.a. 72.34%
Leverage 67.79
Implied volatility 25.30%
Moneyness out-of-the-money
Leverage 30.8523
Delta 0.4551
Gamma 0.0047
Theta -0.0040
Rho 0.0006
Vega 0.0033
Fair value 0.07
Intrinsic value n.a.
Break-even 101.46
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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