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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305148509 Security: 130514850 Symbol: HOL75Z Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

Date/time (delayed) 29.05.2024 11:34:40

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 0.26 0.27
Volume 400'000.00 400'000.00
Date/time 29.05.24 11:34 29.05.24 11:34

Current data

Last price paid 0.29
Change -3.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date03.04.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +5.77%
Year to date (YTD) n.a.
1 month +31.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue80.62
Premium0.19%
Premium p.a.0.18%
Leverage8.43
Implied volatility0.20

Reference data

ISIN CH1305148509
Symbol HOL75Z
Security 130514850
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 92.00
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 19.42%
Premium p.a. 17.87%
Leverage 28.85
Implied volatility 20.18%
Moneyness out-of-the-money
Leverage 8.4301
Delta 0.2922
Gamma 0.0021
Theta -0.0008
Rho 0.0221
Vega 0.0283
Fair value 0.28
Intrinsic value n.a.
Break-even 94.75
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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