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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1281032891 Security: 128103289 Symbol: HOLU2Z Life cycle
Secondary market

Bid Price 0.02

Ask Price 0.03

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

Price data

  Bid Ask
Price 0.02 0.03
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -91.07%
Year to date (YTD) -64.71%
1 month n.a.
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue56.06
Premium0.39%
Premium p.a.1.21%
Leverage8.48
Implied volatility0.49

Reference data

ISIN CH1281032891
Symbol HOLU2Z
Security 128103289
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 48.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 04.10.2023

Key figures

Premium 39.39%
Premium p.a. 120.81%
Leverage 315.12
Implied volatility 48.99%
Moneyness out-of-the-money
Leverage 8.4801
Delta -0.0269
Gamma 0.0003
Theta -0.0006
Rho -0.0008
Vega 0.0028
Fair value 0.03
Intrinsic value n.a.
Break-even 47.75
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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