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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1305134970 Security: 130513497 Symbol: HEINZZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 02:37:41

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 250'000.00 250'000.00
Date/time 21.06.24 14:37 21.06.24 14:37

Current data

Last price paid 0.001
Change -93.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 3'000.00 Unit
Date/time 21.06.2024 12:00

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -82.50%
Year to date (YTD) n.a.
1 month -99.00%
3 months -99.47%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue86.15
Premium0.07%
Premium p.a.3.80%
Leverage39.15
Implied volatility0.39

Reference data

ISIN CH1305134970
Symbol HEINZZ
Security 130513497
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 100.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 31.01.2024

Key figures

Premium 7.29%
Premium p.a. 380.22%
Leverage 339.84
Implied volatility 39.21%
Moneyness out-of-the-money
Leverage 39.1521
Delta 0.1152
Gamma 0.0016
Theta -0.0026
Rho 0.0001
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 100.28
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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