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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305150166 Security: 130515016 Symbol: HOLJXZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.04.2024
Key Information Document DE 03.04.2024
Key Information Document EN 03.04.2024
Key Information Document FR 03.04.2024
Key Information Document IT 03.04.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date10.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -83.33%
Year to date (YTD) n.a.
1 month -20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue81.10
Premium0.10%
Premium p.a.1.25%
Leverage38.86
Implied volatility0.22

Reference data

ISIN CH1305150166
Symbol HOLJXZ
Security 130515016
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 86.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 03.04.2024

Key figures

Premium 9.58%
Premium p.a. 124.85%
Leverage 524.13
Implied volatility 21.59%
Moneyness out-of-the-money
Leverage 38.8618
Delta 0.0741
Gamma 0.0030
Theta -0.0012
Rho 0.0004
Vega 0.0030
Fair value 0.02
Intrinsic value n.a.
Break-even 86.15
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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