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ZKB Put Warrant auf
HelloFresh SE

ISIN: CH1305147600 Security: 130514760 Symbol: HFG3RZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.16
Change +6.67% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +26.92%
Year to date (YTD) n.a.
1 month +23.08%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue6.66
Premium0.16%
Premium p.a.0.26%
Leverage0.86
Implied volatility1.00

Reference data

ISIN CH1305147600
Symbol HFG3RZ
Security 130514760
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying HelloFresh I, DE000A161408
Underlying ISIN DE000A161408
Strike 8.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.03.2024

Key figures

Premium 15.74%
Premium p.a. 26.11%
Leverage 1.63
Implied volatility 100.33%
Moneyness in-the-money
Leverage 0.8570
Delta -0.5249
Gamma 0.0047
Theta -0.0002
Rho -0.0018
Vega 0.0008
Fair value 0.04
Intrinsic value n.a.
Break-even 4.63
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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