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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1281048301 Security: 128104830 Symbol: HEL1GZ Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

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 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.21%
Year to date (YTD) -79.55%
1 month -83.93%
3 months -92.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue117.10
Premium0.02%
Premium p.a.0.64%
Leverage46.61
Implied volatility0.17

Reference data

ISIN CH1281048301
Symbol HEL1GZ
Security 128104830
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 08.12.2023

Key figures

Premium 2.46%
Premium p.a. 64.13%
Leverage 147.38
Implied volatility 17.41%
Moneyness out-of-the-money
Leverage 46.6122
Delta 0.3163
Gamma 0.0044
Theta -0.0027
Rho 0.0007
Vega 0.0041
Fair value 0.04
Intrinsic value n.a.
Break-even 120.80
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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