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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305148483 Security: 130514848 Symbol: HOLXXZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 23.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.065
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -67.50%
Year to date (YTD) n.a.
1 month -13.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue80.62
Premium0.04%
Premium p.a.0.42%
Leverage33.77
Implied volatility0.16

Reference data

ISIN CH1305148483
Symbol HOLXXZ
Security 130514848
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 82.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 25.03.2024

Key figures

Premium 4.09%
Premium p.a. 41.50%
Leverage 122.15
Implied volatility 15.77%
Moneyness out-of-the-money
Leverage 33.7715
Delta 0.2765
Gamma 0.0085
Theta -0.0019
Rho 0.0021
Vega 0.0083
Fair value 0.07
Intrinsic value n.a.
Break-even 82.65
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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