Inhaltsseite: Home

ZKB Call Warrant auf
HelloFresh SE

ISIN: CH1305143302 Security: 130514330 Symbol: HFGTFZ Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +25.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.02
Underlying price on issue6.56
Premium1.46%
Premium p.a.19.00%
Leverage2.86
Implied volatility2.98

Reference data

ISIN CH1305143302
Symbol HFGTFZ
Security 130514330
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying HelloFresh I, DE000A161408
Underlying ISIN DE000A161408
Strike 13.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.03.2024

Key figures

Premium 145.73%
Premium p.a. 1899.68%
Leverage 10.78
Implied volatility 298.04%
Moneyness out-of-the-money
Leverage 2.8621
Delta 0.2656
Gamma 0.0037
Theta -0.0013
Rho 0.0000
Vega 0.0002
Fair value 0.03
Intrinsic value n.a.
Break-even 13.51
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading