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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1281046172 Security: 128104617 Symbol: HOLL5Z Life cycle
Secondary market

Bid Price 0.72

Ask Price 0.73

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 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.72 0.73
Volume 125'000.00 125'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.73
Change -9.88% [ -0.08 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date08.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +417.86%
Year to date (YTD) +461.54%
1 month +8.96%
3 months +563.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue64.76
Premium0.01%
Premium p.a.0.09%
Leverage9.01
Implied volatility0.28

Reference data

ISIN CH1281046172
Symbol HOLL5Z
Security 128104617
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 72.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 01.12.2023

Key figures

Premium 1.03%
Premium p.a. 8.77%
Leverage 10.82
Implied volatility 27.64%
Moneyness in-the-money
Leverage 9.0127
Delta 0.8330
Gamma 0.0034
Theta -0.0024
Rho 0.0068
Vega 0.0067
Fair value 0.08
Intrinsic value n.a.
Break-even 79.25
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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