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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1305134996 Security: 130513499 Symbol: HEIRAZ Life cycle
Secondary market

Bid Price 0.47

Ask Price 0.48

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.47 0.48
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.48
Change -4.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +75.93%
Year to date (YTD) n.a.
1 month +14.29%
3 months +65.52%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue86.15
Premium0.09%
Premium p.a.0.15%
Leverage5.12
Implied volatility0.31

Reference data

ISIN CH1305134996
Symbol HEIRAZ
Security 130513499
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 92.00
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 8.77%
Premium p.a. 14.56%
Leverage 7.90
Implied volatility 31.07%
Moneyness in-the-money
Leverage 5.1204
Delta 0.6483
Gamma 0.0007
Theta -0.0010
Rho 0.0118
Vega 0.0108
Fair value 0.33
Intrinsic value n.a.
Break-even 104.12
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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