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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1305145455 Security: 130514545 Symbol: HOL6LZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.07
Change -22.22% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -77.27%
Year to date (YTD) n.a.
1 month -70.83%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue77.38
Premium0.05%
Premium p.a.0.45%
Leverage24.84
Implied volatility0.19

Reference data

ISIN CH1305145455
Symbol HOL6LZ
Security 130514545
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 75.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 18.03.2024

Key figures

Premium 5.25%
Premium p.a. 44.52%
Leverage 104.48
Implied volatility 19.41%
Moneyness out-of-the-money
Leverage 24.8412
Delta -0.2378
Gamma 0.0059
Theta -0.0018
Rho -0.0023
Vega 0.0083
Fair value 0.08
Intrinsic value n.a.
Break-even 74.25
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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