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ZKB Call Warrant auf
Heidelberg Materials AG

ISIN: CH1305134970 Security: 130513497 Symbol: HEINZZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 27.05.2024 02:34:28

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 27.05.24 14:34 27.05.24 14:34

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +91.67%
Year to date (YTD) n.a.
1 month +37.50%
3 months +175.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue86.15
Premium0.03%
Premium p.a.0.36%
Leverage17.85
Implied volatility0.24

Reference data

ISIN CH1305134970
Symbol HEINZZ
Security 130513497
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heidelberg Mater. N, DE0006047004
Underlying ISIN DE0006047004
Strike 100.00
C/P type call
Subscription ratio 25.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 25
Value day 31.01.2024

Key figures

Premium 3.17%
Premium p.a. 36.11%
Leverage 34.43
Implied volatility 24.28%
Moneyness out-of-the-money
Leverage 17.8468
Delta 0.5184
Gamma 0.0022
Theta -0.0020
Rho 0.0017
Vega 0.0047
Fair value 0.12
Intrinsic value n.a.
Break-even 102.90
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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