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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305140548 Security: 130514054 Symbol: HOLYYZ Life cycle
Secondary market

Bid Price 0.96

Ask Price 0.97

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 31.05.2024 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 0.96 0.97
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.97
Change -5.83% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 +153.95%
Year to date (YTD) n.a.
1 month +38.57%
3 months +120.45%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue70.56
Premium0.04%
Premium p.a.0.06%
Leverage6.04
Implied volatility0.22

Reference data

ISIN CH1305140548
Symbol HOLYYZ
Security 130514054
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 72.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 26.02.2024

Key figures

Premium 3.85%
Premium p.a. 6.39%
Leverage 8.15
Implied volatility 22.43%
Moneyness in-the-money
Leverage 6.0383
Delta 0.7412
Gamma 0.0024
Theta -0.0012
Rho 0.0293
Vega 0.0197
Fair value 0.30
Intrinsic value n.a.
Break-even 81.65
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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