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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1305127255 Security: 130512725 Symbol: HOLZAZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

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 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -95.71%
Year to date (YTD) -94.74%
1 month -63.64%
3 months -90.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue66.82
Premium0.19%
Premium p.a.2.47%
Leverage19.79
Implied volatility0.44

Reference data

ISIN CH1305127255
Symbol HOLZAZ
Security 130512725
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 64.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.12.2023

Key figures

Premium 18.95%
Premium p.a. 247.05%
Leverage 525.20
Implied volatility 43.85%
Moneyness out-of-the-money
Leverage 19.7868
Delta -0.0377
Gamma 0.0009
Theta -0.0014
Rho -0.0002
Vega 0.0018
Fair value 0.02
Intrinsic value n.a.
Break-even 63.85
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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