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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1338504025 Security: 133850402 Symbol: HOL4SZ Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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 0.38 0.39
Volume 400'000.00 400'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.38
Change +2.70% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 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 +1.32%
Year to date (YTD) n.a.
1 month +11.76%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue78.32
Premium0.18%
Premium p.a.0.18%
Leverage5.12
Implied volatility0.28

Reference data

ISIN CH1338504025
Symbol HOL4SZ
Security 133850402
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 68.00
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 17.92%
Premium p.a. 17.87%
Leverage 20.30
Implied volatility 28.07%
Moneyness out-of-the-money
Leverage 5.1235
Delta -0.2524
Gamma 0.0015
Theta -0.0009
Rho -0.0236
Vega 0.0250
Fair value 0.39
Intrinsic value n.a.
Break-even 64.15
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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