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ZKB Put Warrant auf
Helvetia Holding AG

ISIN: CH1305146446 Security: 130514644 Symbol: HELMWZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 05.07.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.33 0.34
Volume 175'000.00 175'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 0.33
Change -5.71% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 04.07.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +1.52%
Year to date (YTD) n.a.
1 month -15.38%
3 months -26.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue130.30
Premium0.08%
Premium p.a.0.11%
Leverage7.03
Implied volatility0.21

Reference data

ISIN CH1305146446
Symbol HELMWZ
Security 130514644
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 120.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.03.2024

Key figures

Premium 8.11%
Premium p.a. 11.13%
Leverage 18.40
Implied volatility 21.45%
Moneyness out-of-the-money
Leverage 7.0283
Delta -0.3819
Gamma 0.0008
Theta -0.0007
Rho -0.0196
Vega 0.0201
Fair value 0.34
Intrinsic value n.a.
Break-even 113.30
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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