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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1250714610 Security: 125071461 Symbol: HOLEDZ Life cycle
redeemed

Bid Price 1.27

Ask Price 1.29

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 1.27 1.29
Volume 100'000.00 100'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 1.29
Change -17.83% [ -0.28 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +481.82%
Year to date (YTD) +268.57%
1 month +0.78%
3 months -11.64%
1 year +396.15%
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue55.68
Premium0.01%
Premium p.a.0.47%
Leverage5.41
Implied volatility1.07

Reference data

ISIN CH1250714610
Symbol HOLEDZ
Security 125071461
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 66.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 16.03.2023

Key figures

Premium 0.90%
Premium p.a. 46.73%
Leverage 6.10
Implied volatility 107.29%
Moneyness in-the-money
Leverage 5.4090
Delta 0.8865
Gamma 0.0017
Theta -0.0159
Rho 0.0011
Vega 0.0021
Fair value 0.07
Intrinsic value n.a.
Break-even 78.80
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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