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ZKB Put Warrant auf
Helvetia Holding AG

ISIN: CH1268381899 Security: 126838189 Symbol: HELM6Z Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.19
Change -5.00% [ -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 date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -56.98%
Year to date (YTD) -73.24%
1 month -66.67%
3 months -55.81%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue130.90
Premium0.05%
Premium p.a.0.47%
Leverage23.65
Implied volatility0.11

Reference data

ISIN CH1268381899
Symbol HELM6Z
Security 126838189
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 125.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 09.08.2023

Key figures

Premium 5.38%
Premium p.a. 46.77%
Leverage 34.65
Implied volatility 11.49%
Moneyness out-of-the-money
Leverage 23.6451
Delta -0.6824
Gamma 0.0032
Theta -0.0060
Rho -0.0053
Vega 0.0070
Fair value 0.19
Intrinsic value n.a.
Break-even 121.30
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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