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ZKB Call Warrant auf
Henkel AG & Co. KGaA

ISIN: CH1305147378 Security: 130514737 Symbol: HEN3ZZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.38
Change +8.57% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +450.00%
Year to date (YTD) n.a.
1 month +245.45%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue72.02
Premium0.01%
Premium p.a.0.11%
Leverage7.51
Implied volatility0.37

Reference data

ISIN CH1305147378
Symbol HEN3ZZ
Security 130514737
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Henkel Vz I, DE0006048432
Underlying ISIN DE0006048432
Strike 74.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 20.03.2024

Key figures

Premium 0.84%
Premium p.a. 11.00%
Leverage 8.46
Implied volatility 36.97%
Moneyness in-the-money
Leverage 7.5100
Delta 0.8874
Gamma 0.0009
Theta -0.0014
Rho 0.0019
Vega 0.0017
Fair value 0.03
Intrinsic value n.a.
Break-even 83.82
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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