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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1250735912 Security: 125073591 Symbol: HOLVWZ Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 11:58:58

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 0.40 0.41
Volume 225'000.00 225'000.00
Date/time 17.05.24 11:58 17.05.24 11:58

Current data

Last price paid 0.44
Change -8.33% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date26.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +245.83%
Year to date (YTD) +266.67%
1 month +22.22%
3 months +340.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue59.49
Premium0.08%
Premium p.a.0.12%
Leverage9.37
Implied volatility0.18

Reference data

ISIN CH1250735912
Symbol HOLVWZ
Security 125073591
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 80.00
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 7.55%
Premium p.a. 11.78%
Leverage 18.85
Implied volatility 18.32%
Moneyness out-of-the-money
Leverage 9.3679
Delta 0.4969
Gamma 0.0035
Theta -0.0011
Rho 0.0223
Vega 0.0250
Fair value 0.42
Intrinsic value n.a.
Break-even 84.15
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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