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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1281035340 Security: 128103534 Symbol: HELQRZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 14.06.2024 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 0.06 0.07
Volume 925'000.00 475'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 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 -63.89%
Year to date (YTD) -12.50%
1 month -6.67%
3 months -58.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue120.20
Premium0.20%
Premium p.a.0.35%
Leverage13.90
Implied volatility0.20

Reference data

ISIN CH1281035340
Symbol HELQRZ
Security 128103534
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 140.00
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 19.75%
Premium p.a. 34.99%
Leverage 90.77
Implied volatility 19.65%
Moneyness out-of-the-money
Leverage 13.8981
Delta 0.1531
Gamma 0.0007
Theta -0.0005
Rho 0.0047
Vega 0.0105
Fair value 0.07
Intrinsic value n.a.
Break-even 141.30
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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