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ZKB Call Warrant auf
Heineken NV

ISIN: CH1305135191 Security: 130513519 Symbol: HEIDBZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.03
Change +20.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -41.67%
Year to date (YTD) n.a.
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue93.05
Premium0.04%
Premium p.a.0.31%
Leverage16.85
Implied volatility0.23

Reference data

ISIN CH1305135191
Symbol HEIDBZ
Security 130513519
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 96.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 31.01.2024

Key figures

Premium 3.68%
Premium p.a. 31.22%
Leverage 33.49
Implied volatility 22.64%
Moneyness out-of-the-money
Leverage 16.8531
Delta 0.5032
Gamma 0.0007
Theta -0.0005
Rho 0.0007
Vega 0.0016
Fair value 0.04
Intrinsic value n.a.
Break-even 98.85
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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