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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1268369308 Security: 126836930 Symbol: HEI1UZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.38
Change -9.52% [ -0.04 ]
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 +212.50%
Year to date (YTD) +171.43%
1 month +11.76%
3 months +137.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue72.89
Premium0.01%
Premium p.a.0.09%
Leverage4.29
Implied volatility0.72

Reference data

ISIN CH1268369308
Symbol HEI1UZ
Security 126836930
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 80.00
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 1.06%
Premium p.a. 9.24%
Leverage 5.16
Implied volatility 71.65%
Moneyness in-the-money
Leverage 4.2912
Delta 0.8324
Gamma 0.0003
Theta -0.0008
Rho 0.0007
Vega 0.0015
Fair value 0.02
Intrinsic value n.a.
Break-even 99.00
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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