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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1305129442 Security: 130512944 Symbol: HOT2JZ Life cycle
Secondary market

Bid Price 0.45

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 25.06.2024 05:15:01

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 0.45 0.48
Volume 125'000.00 125'000.00
Date/time 25.06.24 17:15 25.06.24 17:15

Current data

Last price paid 0.47
Change +74.07% [ +0.20 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 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 +25.68%
Year to date (YTD) n.a.
1 month +30.56%
3 months -2.08%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue99.13
Premium0.11%
Premium p.a.0.21%
Leverage6.03
Implied volatility0.31

Reference data

ISIN CH1305129442
Symbol HOT2JZ
Security 130512944
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 110.00
C/P type call
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 11.05%
Premium p.a. 20.68%
Leverage 11.10
Implied volatility 31.12%
Moneyness out-of-the-money
Leverage 6.0331
Delta 0.5435
Gamma 0.0008
Theta -0.0014
Rho 0.0125
Vega 0.0150
Fair value 0.47
Intrinsic value n.a.
Break-even 119.71
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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