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ZKB Call Warrant auf
Heineken NV

ISIN: CH1268387623 Security: 126838762 Symbol: HEIFVZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 12.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 12.06.24 17:15 12.06.24 17:15

Current data

Last price paid 0.05
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -31.25%
Year to date (YTD) -33.33%
1 month 0.00%
3 months +42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue86.91
Premium0.01%
Premium p.a.0.23%
Leverage15.95
Implied volatility0.28

Reference data

ISIN CH1268387623
Symbol HEIFVZ
Security 126838762
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 92.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 11.09.2023

Key figures

Premium 1.02%
Premium p.a. 23.16%
Leverage 21.01
Implied volatility 28.06%
Moneyness in-the-money
Leverage 15.9496
Delta 0.7593
Gamma 0.0007
Theta -0.0008
Rho 0.0004
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 96.55
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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