Inhaltsseite: Home

ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1305143054 Security: 130514305 Symbol: HEIX1Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.20
Change -25.93% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +116.67%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue88.46
Premium0.03%
Premium p.a.0.26%
Leverage10.63
Implied volatility0.38

Reference data

ISIN CH1305143054
Symbol HEIX1Z
Security 130514305
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 96.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 05.03.2024

Key figures

Premium 3.00%
Premium p.a. 26.07%
Leverage 19.84
Implied volatility 37.99%
Moneyness in-the-money
Leverage 10.6308
Delta 0.5359
Gamma 0.0015
Theta -0.0014
Rho 0.0014
Vega 0.0049
Fair value 0.12
Intrinsic value n.a.
Break-even 100.94
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading