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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1268369423 Security: 126836942 Symbol: HOTZEZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.18 0.21
Volume 275'000.00 275'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.21
Change -19.23% [ -0.05 ]
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 -11.36%
Year to date (YTD) -44.74%
1 month -36.36%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue81.43
Premium0.04%
Premium p.a.0.38%
Leverage13.19
Implied volatility0.29

Reference data

ISIN CH1268369423
Symbol HOTZEZ
Security 126836942
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 100.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 4.32%
Premium p.a. 37.53%
Leverage 25.21
Implied volatility 29.00%
Moneyness out-of-the-money
Leverage 13.1886
Delta 0.5232
Gamma 0.0021
Theta -0.0026
Rho 0.0027
Vega 0.0066
Fair value 0.20
Intrinsic value n.a.
Break-even 103.95
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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