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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1268390445 Security: 126839044 Symbol: HOLZRZ Life cycle
Secondary market

Bid Price 1.55

Ask Price 1.56

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 1.55 1.56
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 1.56
Change -4.88% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +522.00%
Year to date (YTD) +194.34%
1 month +17.29%
3 months +71.43%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue58.48
Premium0.01%
Premium p.a.0.03%
Leverage4.68
Implied volatility0.28

Reference data

ISIN CH1268390445
Symbol HOLZRZ
Security 126839044
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 64.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.09.2023

Key figures

Premium 0.98%
Premium p.a. 3.00%
Leverage 5.07
Implied volatility 27.62%
Moneyness in-the-money
Leverage 4.6767
Delta 0.9231
Gamma 0.0012
Theta -0.0010
Rho 0.0186
Vega 0.0065
Fair value 0.08
Intrinsic value n.a.
Break-even 79.55
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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