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ZKB Call Warrant auf
Heineken NV

ISIN: CH1305147360 Security: 130514736 Symbol: HEIS3Z Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

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 0.085 0.095
Volume 625'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.09
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 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 +80.00%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue84.59
Premium0.02%
Premium p.a.0.21%
Leverage9.70
Implied volatility0.35

Reference data

ISIN CH1305147360
Symbol HEIS3Z
Security 130514736
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 86.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 20.03.2024

Key figures

Premium 1.60%
Premium p.a. 20.82%
Leverage 12.51
Implied volatility 35.16%
Moneyness in-the-money
Leverage 9.6962
Delta 0.7754
Gamma 0.0004
Theta -0.0007
Rho 0.0006
Vega 0.0009
Fair value 0.02
Intrinsic value n.a.
Break-even 93.35
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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