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ZKB Call Warrant auf
Heineken NV

ISIN: CH1281050943 Security: 128105094 Symbol: HEIECZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 17.06.2024 01:47:53

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 17.06.24 13:47 17.06.24 13:47

Current data

Last price paid 0.075
Change +7.14% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -12.50%
Year to date (YTD) -6.25%
1 month +7.14%
3 months +66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue87.21
Premium0.09%
Premium p.a.0.16%
Leverage7.96
Implied volatility0.24

Reference data

ISIN CH1281050943
Symbol HEIECZ
Security 128105094
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 96.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 08.12.2023

Key figures

Premium 8.52%
Premium p.a. 15.79%
Leverage 16.02
Implied volatility 23.74%
Moneyness out-of-the-money
Leverage 7.9619
Delta 0.4970
Gamma 0.0003
Theta -0.0002
Rho 0.0026
Vega 0.0033
Fair value 0.07
Intrinsic value n.a.
Break-even 101.86
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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