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ZKB Put Warrant auf
Heidelberg Materials AG

ISIN: CH1305135183 Security: 130513518 Symbol: HEIRUZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

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

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Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.16
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -53.03%
Year to date (YTD) n.a.
1 month -15.79%
3 months -44.83%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue86.15
Premium0.18%
Premium p.a.0.29%
Leverage5.83
Implied volatility0.32

Reference data

ISIN CH1305135183
Symbol HEIRUZ
Security 130513518
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 84.00
C/P type put
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 31.01.2024

Key figures

Premium 18.29%
Premium p.a. 28.53%
Leverage 24.96
Implied volatility 31.86%
Moneyness out-of-the-money
Leverage 5.8264
Delta -0.2335
Gamma 0.0005
Theta -0.0007
Rho -0.0062
Vega 0.0094
Fair value 0.16
Intrinsic value n.a.
Break-even 80.07
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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