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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305146842 Security: 130514684 Symbol: HOL3XZ Life cycle
Secondary market

Bid Price 0.57

Ask Price 0.58

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.57 0.58
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.58
Change -6.45% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +10.58%
Year to date (YTD) n.a.
1 month +18.37%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.52
Underlying price on issue78.85
Premium0.09%
Premium p.a.0.11%
Leverage7.17
Implied volatility0.21

Reference data

ISIN CH1305146842
Symbol HOL3XZ
Security 130514684
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 80.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 20.03.2024

Key figures

Premium 9.35%
Premium p.a. 10.83%
Leverage 13.64
Implied volatility 20.56%
Moneyness out-of-the-money
Leverage 7.1669
Delta 0.5255
Gamma 0.0027
Theta -0.0011
Rho 0.0306
Vega 0.0290
Fair value 0.58
Intrinsic value n.a.
Break-even 85.75
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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