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ZKB Put Warrant auf
Helvetia Holding AG

ISIN: CH1281048368 Security: 128104836 Symbol: HELDIZ 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) 21.06.2024 05:15:01

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 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.075
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 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 -69.57%
Year to date (YTD) n.a.
1 month -11.76%
3 months -42.31%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue117.10
Premium0.20%
Premium p.a.0.36%
Leverage9.88
Implied volatility0.26

Reference data

ISIN CH1281048368
Symbol HELDIZ
Security 128104836
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 100.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 19.77%
Premium p.a. 36.27%
Leverage 87.79
Implied volatility 26.02%
Moneyness out-of-the-money
Leverage 9.8758
Delta -0.1125
Gamma 0.0004
Theta -0.0005
Rho -0.0041
Vega 0.0087
Fair value 0.07
Intrinsic value n.a.
Break-even 98.60
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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