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ZKB Put Warrant auf
Heineken NV

ISIN: CH1281050968 Security: 128105096 Symbol: HEI00Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 15.05.2024 02:30:14

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 14:30 15.05.24 14:30

Current data

Last price paid 0.05
Change -9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -59.09%
Year to date (YTD) -33.33%
1 month n.a.
3 months -16.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue87.21
Premium0.10%
Premium p.a.0.17%
Leverage7.72
Implied volatility0.23

Reference data

ISIN CH1281050968
Symbol HEI00Z
Security 128105096
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 88.00
C/P type put
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 08.12.2023

Key figures

Premium 10.40%
Premium p.a. 16.51%
Leverage 25.65
Implied volatility 23.28%
Moneyness out-of-the-money
Leverage 7.7213
Delta -0.3010
Gamma 0.0003
Theta -0.0001
Rho -0.0020
Vega 0.0032
Fair value 0.05
Intrinsic value n.a.
Break-even 84.33
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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