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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1281035324 Security: 128103532 Symbol: HEL21Z Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.38
Change -9.52% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date26.10.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -27.36%
Year to date (YTD) +18.75%
1 month -29.63%
3 months -5.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue120.20
Premium0.05%
Premium p.a.0.10%
Leverage9.27
Implied volatility0.18

Reference data

ISIN CH1281035324
Symbol HEL21Z
Security 128103532
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 5.10%
Premium p.a. 9.70%
Leverage 15.78
Implied volatility 18.37%
Moneyness in-the-money
Leverage 9.2683
Delta 0.5874
Gamma 0.0012
Theta -0.0010
Rho 0.0167
Vega 0.0172
Fair value 0.31
Intrinsic value n.a.
Break-even 127.70
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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