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ZKB Call Warrant auf
Henkel AG & Co. KGaA

ISIN: CH1305143070 Security: 130514307 Symbol: HENS7Z Life cycle
Secondary market

Bid Price 0.33

Ask Price 0.34

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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 0.33 0.34
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.33
Change +6.45% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +458.33%
Year to date (YTD) n.a.
1 month +340.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue70.06
Premium0.05%
Premium p.a.0.08%
Leverage7.02
Implied volatility0.19

Reference data

ISIN CH1305143070
Symbol HENS7Z
Security 130514307
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Henkel Vz I, DE0006048432
Underlying ISIN DE0006048432
Strike 80.00
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 5.37%
Premium p.a. 8.37%
Leverage 9.90
Implied volatility 19.26%
Moneyness in-the-money
Leverage 7.0164
Delta 0.7091
Gamma 0.0011
Theta -0.0006
Rho 0.0129
Vega 0.0091
Fair value 0.18
Intrinsic value n.a.
Break-even 88.49
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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