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ZKB Put Warrant auf
Helvetia Holding AG

ISIN: CH1268376592 Security: 126837659 Symbol: HELASZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 22.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.67%
Year to date (YTD) -87.50%
1 month -68.18%
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue120.50
Premium0.14%
Premium p.a.1.43%
Leverage22.93
Implied volatility0.27

Reference data

ISIN CH1268376592
Symbol HELASZ
Security 126837659
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 110.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 30.06.2023

Key figures

Premium 14.46%
Premium p.a. 142.69%
Leverage 213.17
Implied volatility 27.32%
Moneyness out-of-the-money
Leverage 22.9290
Delta -0.1076
Gamma 0.0008
Theta -0.0022
Rho -0.0007
Vega 0.0037
Fair value 0.03
Intrinsic value n.a.
Break-even 109.40
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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