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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1268375164 Security: 126837516 Symbol: HEL1RZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.87%
Year to date (YTD) -17.65%
1 month +100.00%
3 months -36.36%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue125.10
Premium0.02%
Premium p.a.0.21%
Leverage29.38
Implied volatility0.21

Reference data

ISIN CH1268375164
Symbol HEL1RZ
Security 126837516
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 130.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 21.06.2023

Key figures

Premium 2.18%
Premium p.a. 20.93%
Leverage 98.85
Implied volatility 21.30%
Moneyness out-of-the-money
Leverage 29.3833
Delta 0.2973
Gamma 0.0029
Theta -0.0005
Rho 0.0010
Vega 0.0063
Fair value 0.07
Intrinsic value n.a.
Break-even 131.30
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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