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ZKB Call Warrant auf
Helvetia Holding AG

ISIN: CH1268376501 Security: 126837650 Symbol: HEL2ZZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 23.05.2024 10:17:18

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 30.06.2023
Key Information Document DE 30.06.2023
Key Information Document EN 30.06.2023
Key Information Document FR 30.06.2023
Key Information Document IT 30.06.2023

Price data

  Bid Ask
Price 0.25 0.26
Volume 200'000.00 200'000.00
Date/time 23.05.24 10:17 23.05.24 10:17

Current data

Last price paid 0.19
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.07.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -41.11%
Year to date (YTD) +46.15%
1 month +153.33%
3 months -13.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue120.50
Premium0.00%
Premium p.a.0.04%
Leverage17.37
Implied volatility0.29

Reference data

ISIN CH1268376501
Symbol HEL2ZZ
Security 126837650
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Helvetia Hldg N, CH0466642201
Underlying ISIN CH0466642201
Strike 125.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 30.06.2023

Key figures

Premium 0.39%
Premium p.a. 3.91%
Leverage 24.49
Implied volatility 28.84%
Moneyness in-the-money
Leverage 17.3744
Delta 0.7094
Gamma 0.0038
Theta -0.0006
Rho 0.0011
Vega 0.0052
Fair value 0.02
Intrinsic value n.a.
Break-even 130.30
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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