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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1338504041 Security: 133850404 Symbol: HOLGHZ Life cycle
Secondary market

Bid Price 0.64

Ask Price 0.65

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 05:15:01

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 0.64 0.65
Volume 250'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.64
Change +16.36% [ +0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -2.27%
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 price0.66
Underlying price on issue78.32
Premium0.12%
Premium p.a.0.11%
Leverage4.67
Implied volatility0.26

Reference data

ISIN CH1338504041
Symbol HOLGHZ
Security 133850404
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 76.00
C/P type put
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 11.63%
Premium p.a. 11.43%
Leverage 12.20
Implied volatility 26.00%
Moneyness out-of-the-money
Leverage 4.6681
Delta -0.3826
Gamma 0.0018
Theta -0.0010
Rho -0.0372
Vega 0.0303
Fair value 0.65
Intrinsic value n.a.
Break-even 69.55
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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