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ZKB Call Warrant auf
Heineken NV

ISIN: CH1268387623 Security: 126838762 Symbol: HEIFVZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.09.2023
Key Information Document DE 11.09.2023
Key Information Document EN 11.09.2023
Key Information Document FR 11.09.2023
Key Information Document IT 11.09.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.06
Change +9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -18.75%
Year to date (YTD) -20.00%
1 month n.a.
3 months +33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue86.91
Premium0.02%
Premium p.a.0.17%
Leverage12.66
Implied volatility0.24

Reference data

ISIN CH1268387623
Symbol HEIFVZ
Security 126838762
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 92.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 11.09.2023

Key figures

Premium 2.04%
Premium p.a. 17.33%
Leverage 18.03
Implied volatility 23.83%
Moneyness in-the-money
Leverage 12.6631
Delta 0.7021
Gamma 0.0006
Theta -0.0005
Rho 0.0009
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 97.29
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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