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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1268387649 Security: 126838764 Symbol: HOTUIZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.001 0.03
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.39%
Year to date (YTD) -68.42%
1 month -40.00%
3 months -57.14%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue99.68
Premium0.21%
Premium p.a.1.87%
Leverage20.30
Implied volatility0.35

Reference data

ISIN CH1268387649
Symbol HOTUIZ
Security 126838764
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 120.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 11.09.2023

Key figures

Premium 21.47%
Premium p.a. 186.57%
Leverage 315.29
Implied volatility 34.98%
Moneyness out-of-the-money
Leverage 20.3047
Delta 0.0644
Gamma 0.0005
Theta -0.0009
Rho 0.0003
Vega 0.0021
Fair value 0.02
Intrinsic value n.a.
Break-even 120.31
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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