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ZKB Call Warrant auf
Heineken NV

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

Bid Price 0.025

Ask Price 0.035

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 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 0.025 0.035
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 0.035
Change -30.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -62.50%
Year to date (YTD) -53.33%
1 month -22.22%
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue86.91
Premium0.03%
Premium p.a.0.36%
Leverage19.61
Implied volatility0.23

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 2.80%
Premium p.a. 36.45%
Leverage 37.52
Implied volatility 23.40%
Moneyness out-of-the-money
Leverage 19.6149
Delta 0.5228
Gamma 0.0009
Theta -0.0006
Rho 0.0004
Vega 0.0012
Fair value 0.03
Intrinsic value n.a.
Break-even 94.45
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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