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ZKB Call Warrant auf
Hochtief AG

ISIN: CH1305129442 Security: 130512944 Symbol: HOT2JZ Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.36 0.39
Volume 150'000.00 150'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.36
Change +12.50% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +1.35%
Year to date (YTD) n.a.
1 month -7.69%
3 months -10.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue99.13
Premium0.15%
Premium p.a.0.24%
Leverage6.28
Implied volatility0.30

Reference data

ISIN CH1305129442
Symbol HOT2JZ
Security 130512944
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Hochtief I, DE0006070006
Underlying ISIN DE0006070006
Strike 110.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.01.2024

Key figures

Premium 15.03%
Premium p.a. 24.17%
Leverage 13.52
Implied volatility 30.25%
Moneyness out-of-the-money
Leverage 6.2793
Delta 0.4645
Gamma 0.0008
Theta -0.0013
Rho 0.0123
Vega 0.0159
Fair value 0.38
Intrinsic value n.a.
Break-even 117.56
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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