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ZKB Put Warrant auf
Heineken NV

ISIN: CH1305143112 Security: 130514311 Symbol: HEI6PZ 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) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -56.25%
Year to date (YTD) n.a.
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue86.12
Premium0.14%
Premium p.a.0.23%
Leverage7.52
Implied volatility0.26

Reference data

ISIN CH1305143112
Symbol HEI6PZ
Security 130514311
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 84.00
C/P type put
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 05.03.2024

Key figures

Premium 14.45%
Premium p.a. 22.94%
Leverage 33.26
Implied volatility 26.08%
Moneyness out-of-the-money
Leverage 7.5197
Delta -0.2261
Gamma 0.0002
Theta -0.0001
Rho -0.0016
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 81.15
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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