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ZKB Call Warrant auf
Henkel AG & Co. KGaA

ISIN: CH1338497170 Security: 133849717 Symbol: HENEFZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 27.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 500'000.00 500'000.00
Date/time 27.05.24 17:15 27.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +91.67%
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 price0.06
Underlying price on issue79.49
Premium0.01%
Premium p.a.0.17%
Leverage19.56
Implied volatility0.18

Reference data

ISIN CH1338497170
Symbol HENEFZ
Security 133849717
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Henkel Vz I, DE0006048432
Underlying ISIN DE0006048432
Strike 82.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 06.05.2024

Key figures

Premium 1.48%
Premium p.a. 16.89%
Leverage 28.86
Implied volatility 18.07%
Moneyness in-the-money
Leverage 19.5595
Delta 0.6777
Gamma 0.0032
Theta -0.0012
Rho 0.0019
Vega 0.0035
Fair value 0.05
Intrinsic value n.a.
Break-even 84.90
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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