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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1305140555 Security: 130514055 Symbol: HOLP3Z Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 600'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.02.2024
Key Information Document DE 26.02.2024
Key Information Document EN 26.02.2024
Key Information Document FR 26.02.2024
Key Information Document IT 26.02.2024

Price data

  Bid Ask
Price 0.15 0.16
Volume 600'000.00 600'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.15
Change +25.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date04.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -69.00%
Year to date (YTD) n.a.
1 month -16.67%
3 months -42.31%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue70.56
Premium0.15%
Premium p.a.0.28%
Leverage9.25
Implied volatility0.25

Reference data

ISIN CH1305140555
Symbol HOLP3Z
Security 130514055
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 68.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 26.02.2024

Key figures

Premium 14.98%
Premium p.a. 28.19%
Leverage 50.43
Implied volatility 24.93%
Moneyness out-of-the-money
Leverage 9.2540
Delta -0.1835
Gamma 0.0019
Theta -0.0009
Rho -0.0084
Vega 0.0151
Fair value 0.16
Intrinsic value n.a.
Break-even 66.45
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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