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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1338504454 Security: 133850445 Symbol: HOLYRZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.19
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date29.05.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -26.00%
Year to date (YTD) n.a.
1 month -38.71%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue78.32
Premium0.05%
Premium p.a.0.30%
Leverage17.55
Implied volatility0.21

Reference data

ISIN CH1338504454
Symbol HOLYRZ
Security 133850445
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 80.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.05.2024

Key figures

Premium 4.72%
Premium p.a. 29.71%
Leverage 42.25
Implied volatility 20.67%
Moneyness out-of-the-money
Leverage 17.5519
Delta 0.4154
Gamma 0.0060
Theta -0.0023
Rho 0.0049
Vega 0.0121
Fair value 0.19
Intrinsic value n.a.
Break-even 81.85
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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