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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1281048335 Security: 128104833 Symbol: HEL6QZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 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 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.29
Change -3.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 106'000.00 Unit
Date/time 30.05.2024 17:15

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -10.61%
Year to date (YTD) +7.41%
1 month +38.10%
3 months -34.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue117.10
Premium0.04%
Premium p.a.0.12%
Leverage11.78
Implied volatility0.18

Reference data

ISIN CH1281048335
Symbol HEL6QZ
Security 128104833
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 3.96%
Premium p.a. 12.16%
Leverage 20.53
Implied volatility 18.30%
Moneyness in-the-money
Leverage 11.7769
Delta 0.5738
Gamma 0.0015
Theta -0.0012
Rho 0.0104
Vega 0.0136
Fair value 0.24
Intrinsic value n.a.
Break-even 125.90
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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