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ZKB Put Warrant auf
HelloFresh SE

ISIN: CH1305129467 Security: 130512946 Symbol: HFG58Z Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.41 0.42
Volume 125'000.00 125'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.41
Change +5.13% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +176.67%
Year to date (YTD) n.a.
1 month n.a.
3 months +20.59%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue13.09
Premium0.08%
Premium p.a.0.16%
Leverage0.37
Implied volatility1.40

Reference data

ISIN CH1305129467
Symbol HFG58Z
Security 130512946
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying HelloFresh I, DE000A161408
Underlying ISIN DE000A161408
Strike 13.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.01.2024

Key figures

Premium 8.25%
Premium p.a. 15.51%
Leverage 0.55
Implied volatility 139.48%
Moneyness in-the-money
Leverage 0.3714
Delta -0.6796
Gamma 0.0039
Theta -0.0002
Rho -0.0030
Vega 0.0006
Fair value 0.02
Intrinsic value n.a.
Break-even 4.34
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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