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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1268372559 Security: 126837255 Symbol: HELXGZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2023
Key Information Document DE 14.06.2023
Key Information Document EN 14.06.2023
Key Information Document FR 14.06.2023
Key Information Document IT 14.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.12.2023 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -62.50%
Year to date (YTD) n.a.
1 month n.a.
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue125.85
Premium0.18%
Premium p.a.1.58%
Leverage12.09
Implied volatility0.51

Reference data

ISIN CH1268372559
Symbol HELXGZ
Security 126837255
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 150.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 14.06.2023

Key figures

Premium 18.17%
Premium p.a. 157.95%
Leverage 85.47
Implied volatility 51.20%
Moneyness out-of-the-money
Leverage 12.0919
Delta 0.1415
Gamma 0.0001
Theta -0.0004
Rho 0.0002
Vega 0.0010
Fair value 0.02
Intrinsic value n.a.
Break-even 151.50
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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