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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1268382111 Security: 126838211 Symbol: HOTD1Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 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 0.04 0.07
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.045
Change -10.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 -67.65%
Year to date (YTD) -77.50%
1 month -65.38%
3 months -71.88%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue89.55
Premium0.09%
Premium p.a.0.91%
Leverage20.74
Implied volatility0.28

Reference data

ISIN CH1268382111
Symbol HOTD1Z
Security 126838211
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 110.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 09.08.2023

Key figures

Premium 8.72%
Premium p.a. 90.91%
Leverage 92.18
Implied volatility 28.19%
Moneyness out-of-the-money
Leverage 20.7398
Delta 0.2250
Gamma 0.0017
Theta -0.0020
Rho 0.0010
Vega 0.0047
Fair value 0.06
Intrinsic value n.a.
Break-even 111.11
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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