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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1268390411 Security: 126839041 Symbol: HEL7RZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 26.06.2024 12:16:02

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 26.06.24 12:16 26.06.24 12:16

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.04.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -91.67%
Year to date (YTD) -28.57%
1 month -58.33%
3 months -28.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue136.00
Premium0.24%
Premium p.a.0.96%
Leverage18.53
Implied volatility0.26

Reference data

ISIN CH1268390411
Symbol HEL7RZ
Security 126839041
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 150.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 24.40%
Premium p.a. 95.76%
Leverage 302.25
Implied volatility 26.07%
Moneyness out-of-the-money
Leverage 18.5327
Delta 0.0613
Gamma 0.0004
Theta -0.0005
Rho 0.0009
Vega 0.0037
Fair value 0.02
Intrinsic value n.a.
Break-even 150.40
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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