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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1268369316 Security: 126836931 Symbol: HEINQZ Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 17.05.2024 05:15:00

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Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change -9.09% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +178.57%
Year to date (YTD) +233.33%
1 month +11.11%
3 months +207.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue72.89
Premium0.02%
Premium p.a.0.17%
Leverage6.92
Implied volatility0.50

Reference data

ISIN CH1268369316
Symbol HEINQZ
Security 126836931
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 90.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 50
Value day 12.06.2023

Key figures

Premium 1.92%
Premium p.a. 16.68%
Leverage 9.92
Implied volatility 50.45%
Moneyness in-the-money
Leverage 6.9185
Delta 0.6975
Gamma 0.0005
Theta -0.0008
Rho 0.0008
Vega 0.0021
Fair value 0.04
Intrinsic value n.a.
Break-even 99.88
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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