Inhaltsseite: Home

ZKB Put Warrant auf 2024-20.09.2024 Holcim Ltd
Holcim Ltd

ISIN: CH1338510055 Security: 133851005 Symbol: HOLH7Z Life cycle
Secondary market

Bid Price 0.38

Ask Price 0.39

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2024
Key Information Document DE 12.06.2024
Key Information Document EN 12.06.2024
Key Information Document FR 12.06.2024
Key Information Document IT 12.06.2024

Price data

  Bid Ask
Price 0.38 0.39
Volume 200'000.00 200'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.38
Change +46.15% [ +0.12 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date19.06.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +24.19%
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 price0.31
Underlying price on issue80.44
Premium0.03%
Premium p.a.0.12%
Leverage10.76
Implied volatility0.20

Reference data

ISIN CH1338510055
Symbol HOLH7Z
Security 133851005
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 80.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 12.06.2024

Key figures

Premium 3.24%
Premium p.a. 12.07%
Leverage 20.44
Implied volatility 20.36%
Moneyness in-the-money
Leverage 10.7562
Delta -0.5262
Gamma 0.0048
Theta -0.0015
Rho -0.0122
Vega 0.0162
Fair value 0.26
Intrinsic value n.a.
Break-even 76.15
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading