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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1305129269 Security: 130512926 Symbol: HEIHJZ Life cycle
Secondary market

Bid Price 0.59

Ask Price 0.60

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.59 0.60
Volume 100'000.00 100'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.60
Change -9.09% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +230.56%
Year to date (YTD) n.a.
1 month +13.21%
3 months +172.73%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue79.92
Premium0.01%
Premium p.a.0.10%
Leverage5.20
Implied volatility0.61

Reference data

ISIN CH1305129269
Symbol HEIHJZ
Security 130512926
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 84.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 05.01.2024

Key figures

Premium 1.14%
Premium p.a. 9.91%
Leverage 6.50
Implied volatility 60.87%
Moneyness in-the-money
Leverage 5.2007
Delta 0.8004
Gamma 0.0008
Theta -0.0015
Rho 0.0014
Vega 0.0033
Fair value 0.04
Intrinsic value n.a.
Break-even 99.08
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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