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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305144334 Security: 130514433 Symbol: HOLH5Z Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.18 0.19
Volume 425'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.19
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date18.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +54.17%
Year to date (YTD) n.a.
1 month +58.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue75.28
Premium0.14%
Premium p.a.0.23%
Leverage11.69
Implied volatility0.19

Reference data

ISIN CH1305144334
Symbol HOLH5Z
Security 130514433
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 88.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.03.2024

Key figures

Premium 14.05%
Premium p.a. 23.31%
Leverage 42.58
Implied volatility 19.30%
Moneyness out-of-the-money
Leverage 11.6926
Delta 0.2746
Gamma 0.0028
Theta -0.0010
Rho 0.0119
Vega 0.0204
Fair value 0.19
Intrinsic value n.a.
Break-even 89.85
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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