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ZKB Call Warrant auf
Henkel AG & Co. KGaA

ISIN: CH1268377533 Security: 126837753 Symbol: HENLNZ Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 07.07.2023
Key Information Document DE 07.07.2023
Key Information Document EN 07.07.2023
Key Information Document FR 07.07.2023
Key Information Document IT 07.07.2023

Price data

  Bid Ask
Price 0.33 0.34
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.33
Change +10.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +97.06%
Year to date (YTD) +230.00%
1 month +725.00%
3 months +500.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue70.14
Premium0.01%
Premium p.a.0.05%
Leverage9.24
Implied volatility0.21

Reference data

ISIN CH1268377533
Symbol HENLNZ
Security 126837753
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Henkel Vz I, DE0006048432
Underlying ISIN DE0006048432
Strike 76.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 07.07.2023

Key figures

Premium 0.60%
Premium p.a. 5.25%
Leverage 9.90
Implied volatility 20.79%
Moneyness in-the-money
Leverage 9.2449
Delta 0.9343
Gamma 0.0009
Theta -0.0006
Rho 0.0032
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 84.49
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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