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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1250735706 Security: 125073570 Symbol: HOL1GZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.43 0.44
Volume 125'000.00 125'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.44
Change -13.73% [ -0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +262.50%
Year to date (YTD) +450.00%
1 month +7.32%
3 months +700.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue59.49
Premium0.01%
Premium p.a.0.10%
Leverage13.72
Implied volatility0.20

Reference data

ISIN CH1250735706
Symbol HOL1GZ
Security 125073570
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 75.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.05.2023

Key figures

Premium 1.16%
Premium p.a. 9.85%
Leverage 18.03
Implied volatility 20.04%
Moneyness in-the-money
Leverage 13.7151
Delta 0.7606
Gamma 0.0057
Theta -0.0022
Rho 0.0065
Vega 0.0083
Fair value 0.09
Intrinsic value n.a.
Break-even 79.35
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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