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ZKB Put Warrant auf
Heidelberg Materials AG

ISIN: CH1281050901 Security: 128105090 Symbol: HEIUCZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 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 -75.81%
Year to date (YTD) -68.00%
1 month -42.86%
3 months -57.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue77.80
Premium0.26%
Premium p.a.0.42%
Leverage6.29
Implied volatility0.36

Reference data

ISIN CH1281050901
Symbol HEIUCZ
Security 128105090
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 76.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 08.12.2023

Key figures

Premium 25.73%
Premium p.a. 41.92%
Leverage 52.79
Implied volatility 36.39%
Moneyness out-of-the-money
Leverage 6.2851
Delta -0.1191
Gamma 0.0003
Theta -0.0004
Rho -0.0034
Vega 0.0062
Fair value 0.08
Intrinsic value n.a.
Break-even 74.11
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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