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ZKB Call Warrant auf
Heineken NV

ISIN: CH1268377517 Security: 126837751 Symbol: HEIMGZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.50%
Year to date (YTD) -66.67%
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue94.71
Premium0.09%
Premium p.a.1.22%
Leverage28.24
Implied volatility0.26

Reference data

ISIN CH1268377517
Symbol HEIMGZ
Security 126837751
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 100.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 07.07.2023

Key figures

Premium 9.33%
Premium p.a. 121.57%
Leverage 204.65
Implied volatility 26.15%
Moneyness out-of-the-money
Leverage 28.2410
Delta 0.1380
Gamma 0.0004
Theta -0.0003
Rho 0.0001
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 100.45
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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