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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1305144359 Security: 130514435 Symbol: HOLZ6Z Life cycle
Secondary market

Bid Price 0.035

Ask Price 0.045

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.03.2024
Key Information Document DE 11.03.2024
Key Information Document EN 11.03.2024
Key Information Document FR 11.03.2024
Key Information Document IT 11.03.2024

Price data

  Bid Ask
Price 0.035 0.045
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.04
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date18.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.21%
Year to date (YTD) n.a.
1 month -75.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue75.28
Premium0.09%
Premium p.a.0.74%
Leverage24.78
Implied volatility0.23

Reference data

ISIN CH1305144359
Symbol HOLZ6Z
Security 130514435
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 72.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.03.2024

Key figures

Premium 8.72%
Premium p.a. 74.02%
Leverage 196.10
Implied volatility 22.98%
Moneyness out-of-the-money
Leverage 24.7756
Delta -0.1263
Gamma 0.0033
Theta -0.0014
Rho -0.0012
Vega 0.0056
Fair value 0.04
Intrinsic value n.a.
Break-even 71.60
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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