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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1305138815 Security: 130513881 Symbol: HOL3ZZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 28.06.2024 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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -87.80%
Year to date (YTD) n.a.
1 month -31.25%
3 months -60.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue68.42
Premium0.18%
Premium p.a.0.71%
Leverage13.80
Implied volatility0.30

Reference data

ISIN CH1305138815
Symbol HOL3ZZ
Security 130513881
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 66.00
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 17.73%
Premium p.a. 71.13%
Leverage 159.24
Implied volatility 29.72%
Moneyness out-of-the-money
Leverage 13.8029
Delta -0.0867
Gamma 0.0013
Theta -0.0010
Rho -0.0018
Vega 0.0063
Fair value 0.05
Intrinsic value n.a.
Break-even 65.50
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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