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ZKB Put Warrant auf
Holcim Ltd

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

Bid Price 0.08

Ask Price 0.09

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 17.05.2024 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 0.08 0.09
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.08
Change -5.88% [ -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 date28.02.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -79.27%
Year to date (YTD) n.a.
1 month -46.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue68.42
Premium0.17%
Premium p.a.0.47%
Leverage11.35
Implied volatility0.27

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 16.99%
Premium p.a. 46.61%
Leverage 92.33
Implied volatility 27.46%
Moneyness out-of-the-money
Leverage 11.3492
Delta -0.1229
Gamma 0.0016
Theta -0.0010
Rho -0.0038
Vega 0.0096
Fair value 0.09
Intrinsic value n.a.
Break-even 65.15
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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