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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1305143054 Security: 130514305 Symbol: HEIX1Z Life cycle
Secondary market

Bid Price 0.21

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.21 0.22
Volume 250'000.00 250'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.22
Change +10.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +138.89%
Year to date (YTD) n.a.
1 month +69.23%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue88.46
Premium0.02%
Premium p.a.0.19%
Leverage13.34
Implied volatility0.25

Reference data

ISIN CH1305143054
Symbol HEIX1Z
Security 130514305
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 96.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 05.03.2024

Key figures

Premium 1.64%
Premium p.a. 18.73%
Leverage 18.41
Implied volatility 25.31%
Moneyness in-the-money
Leverage 13.3375
Delta 0.7243
Gamma 0.0018
Theta -0.0018
Rho 0.0023
Vega 0.0039
Fair value 0.07
Intrinsic value n.a.
Break-even 101.42
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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