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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305140308 Security: 130514030 Symbol: HOLQDZ Life cycle
Secondary market

Bid Price 0.93

Ask Price 0.94

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.02.2024
Key Information Document DE 23.02.2024
Key Information Document EN 23.02.2024
Key Information Document FR 23.02.2024
Key Information Document IT 23.02.2024

Price data

  Bid Ask
Price 0.93 0.94
Volume 125'000.00 125'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.94
Change -1.05% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date01.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +233.93%
Year to date (YTD) n.a.
1 month -18.26%
3 months -18.97%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue68.54
Premium0.02%
Premium p.a.0.06%
Leverage6.96
Implied volatility0.25

Reference data

ISIN CH1305140308
Symbol HOLQDZ
Security 130514030
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 70.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 23.02.2024

Key figures

Premium 1.52%
Premium p.a. 5.98%
Leverage 8.36
Implied volatility 25.05%
Moneyness in-the-money
Leverage 6.9569
Delta 0.8322
Gamma 0.0025
Theta -0.0016
Rho 0.0142
Vega 0.0099
Fair value 0.12
Intrinsic value n.a.
Break-even 79.35
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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