Inhaltsseite: Home

ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1305138849 Security: 130513884 Symbol: HOL6OZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 925'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 925'000.00 925'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -72.62%
Year to date (YTD) n.a.
1 month -42.11%
3 months -71.05%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.42
Underlying price on issue68.42
Premium0.20%
Premium p.a.0.34%
Leverage8.71
Implied volatility0.27

Reference data

ISIN CH1305138849
Symbol HOL6OZ
Security 130513884
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 21.02.2024

Key figures

Premium 20.22%
Premium p.a. 33.55%
Leverage 68.50
Implied volatility 27.04%
Moneyness out-of-the-money
Leverage 8.7079
Delta -0.1271
Gamma 0.0013
Theta -0.0007
Rho -0.0067
Vega 0.0127
Fair value 0.12
Intrinsic value n.a.
Break-even 62.85
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading