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ZKB Put Warrant auf
Helvetia Holding AG

ISIN: CH1281035357 Security: 128103535 Symbol: HELXBZ Life cycle
redeemed

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 20.09.2024 12:00:00

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 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.09.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -95.45%
Year to date (YTD) -94.12%
1 month -20.00%
3 months -77.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue120.20
Premium0.19%
Premium p.a.9.71%
Leverage19.21
Implied volatility0.89

Reference data

ISIN CH1281035357
Symbol HELXBZ
Security 128103535
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 110.00
C/P type put
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 18.62%
Premium p.a. 970.91%
Leverage 449.33
Implied volatility 88.52%
Moneyness out-of-the-money
Leverage 19.2080
Delta -0.0427
Gamma 0.0003
Theta -0.0050
Rho -0.0001
Vega 0.0008
Fair value 0.02
Intrinsic value n.a.
Break-even 109.70
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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