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ZKB Call Warrant auf
Heineken NV

ISIN: CH1305147360 Security: 130514736 Symbol: HEIS3Z Life cycle
Secondary market

Bid Price 0.12

Ask Price 0.13

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 16.05.2024 09:22:20

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.12 0.13
Volume 425'000.00 425'000.00
Date/time 16.05.24 09:22 16.05.24 09:22

Current data

Last price paid 0.12
Change 0.00% [ 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 date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +150.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue84.59
Premium0.01%
Premium p.a.0.12%
Leverage7.74
Implied volatility0.33

Reference data

ISIN CH1305147360
Symbol HEIS3Z
Security 130514736
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Heineken Br, NL0000009165
Underlying ISIN NL0000009165
Strike 86.00
C/P type call
Subscription ratio 80.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 80
Value day 20.03.2024

Key figures

Premium 1.45%
Premium p.a. 12.29%
Leverage 9.29
Implied volatility 32.61%
Moneyness in-the-money
Leverage 7.7424
Delta 0.8337
Gamma 0.0003
Theta -0.0005
Rho 0.0010
Vega 0.0010
Fair value 0.02
Intrinsic value n.a.
Break-even 96.21
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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