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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1338496206 Security: 133849620 Symbol: HOLSZZ Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 10.06.2024 05:15:01

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 0.42 0.43
Volume 325'000.00 325'000.00
Date/time 10.06.24 17:15 10.06.24 17:15

Current data

Last price paid 0.42
Change +2.44% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

Fixing19.12.2025
Settlement date13.05.2024
Last trading19.12.2025
Final fixing19.12.2025
Currency redemptionCHF

Performance

Perf. since issue +57.41%
Year to date (YTD) n.a.
1 month +23.53%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue77.76
Premium0.20%
Premium p.a.0.12%
Leverage6.79
Implied volatility0.20

Reference data

ISIN CH1338496206
Symbol HOLSZZ
Security 133849620
Exchange SIX Structured Products
Currency CHF
Expiry 05.01.2026
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 03.05.2024

Key figures

Premium 19.83%
Premium p.a. 12.19%
Leverage 18.90
Implied volatility 19.69%
Moneyness out-of-the-money
Leverage 6.7850
Delta 0.3590
Gamma 0.0019
Theta -0.0007
Rho 0.0387
Vega 0.0376
Fair value 0.43
Intrinsic value n.a.
Break-even 96.25
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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