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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1338496230 Security: 133849623 Symbol: HOL2DZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 04.06.2024 12:40:28

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.05.2024
Key Information Document DE 03.05.2024
Key Information Document EN 03.05.2024
Key Information Document FR 03.05.2024
Key Information Document IT 03.05.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 04.06.24 12:40 04.06.24 12:40

Current data

Last price paid 0.26
Change -16.13% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing19.07.2024
Settlement date13.05.2024
Last trading19.07.2024
Final fixing19.07.2024
Currency redemptionCHF

Performance

Perf. since issue +34.38%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue77.74
Premium0.03%
Premium p.a.0.21%
Leverage18.54
Implied volatility0.18

Reference data

ISIN CH1338496230
Symbol HOL2DZ
Security 133849623
Exchange SIX Structured Products
Currency CHF
Expiry 26.07.2024
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 03.05.2024

Key figures

Premium 2.99%
Premium p.a. 21.02%
Leverage 36.20
Implied volatility 18.43%
Moneyness out-of-the-money
Leverage 18.5414
Delta 0.5123
Gamma 0.0074
Theta -0.0022
Rho 0.0054
Vega 0.0117
Fair value 0.22
Intrinsic value n.a.
Break-even 80.15
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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