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ZKB Put Warrant auf
Heidelberg Materials AG

ISIN: CH1281050901 Security: 128105090 Symbol: HEIUCZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.12.2023
Key Information Document DE 29.12.2023
Key Information Document EN 29.12.2023
Key Information Document FR 29.12.2023
Key Information Document IT 29.12.2023

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.10
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -69.35%
Year to date (YTD) -60.00%
1 month -16.67%
3 months -47.37%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.31
Underlying price on issue77.80
Premium0.25%
Premium p.a.0.39%
Leverage6.03
Implied volatility0.35

Reference data

ISIN CH1281050901
Symbol HEIUCZ
Security 128105090
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 76.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 08.12.2023

Key figures

Premium 24.90%
Premium p.a. 38.85%
Leverage 40.72
Implied volatility 34.88%
Moneyness out-of-the-money
Leverage 6.0336
Delta -0.1482
Gamma 0.0003
Theta -0.0005
Rho -0.0039
Vega 0.0071
Fair value 0.10
Intrinsic value n.a.
Break-even 73.59
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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