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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305151495 Security: 130515149 Symbol: HOLC4Z Life cycle
redeemed

Bid Price 0.55

Ask Price 0.57

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 20.09.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 0.55 0.57
Volume 100'000.00 100'000.00
Date/time 20.09.24 12:00 20.09.24 12:00

Current data

Last price paid 0.57
Change -16.18% [ -0.11 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.09.2024 12:05

Life cycle

Fixing20.09.2024
Settlement date18.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +51.35%
Year to date (YTD) n.a.
1 month +96.55%
3 months -1.72%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue78.52
Premium0.00%
Premium p.a.0.07%
Leverage13.96
Implied volatility0.32

Reference data

ISIN CH1305151495
Symbol HOLC4Z
Security 130515149
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 78.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.04.2024

Key figures

Premium 0.14%
Premium p.a. 7.50%
Leverage 14.91
Implied volatility 32.42%
Moneyness in-the-money
Leverage 13.9619
Delta 0.9366
Gamma 0.0033
Theta -0.0033
Rho 0.0014
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 83.60
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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