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ZKB Put Warrant auf
Helvetia Holding AG

ISIN: CH1268376592 Security: 126837659 Symbol: HELASZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.06.2024 09:06:50

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.06.24 09:06 20.06.24 09:06

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.83%
Year to date (YTD) -92.86%
1 month -42.86%
3 months -69.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue120.50
Premium0.11%
Premium p.a.4.83%
Leverage28.97
Implied volatility0.52

Reference data

ISIN CH1268376592
Symbol HELASZ
Security 126837659
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 110.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 30.06.2023

Key figures

Premium 10.59%
Premium p.a. 483.39%
Leverage 409.00
Implied volatility 51.55%
Moneyness out-of-the-money
Leverage 28.9678
Delta -0.0708
Gamma 0.0007
Theta -0.0038
Rho -0.0001
Vega 0.0012
Fair value 0.02
Intrinsic value n.a.
Break-even 109.70
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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