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ZKB Call Warrant auf 2024-16.08.2024 Holcim Ltd
Holcim Ltd

ISIN: CH1338510030 Security: 133851003 Symbol: HOL1UZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 08.08.2024 09:01:37

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 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 08.08.24 09:01 08.08.24 09:01

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 17:20

Life cycle

Fixing16.08.2024
Settlement date19.06.2024
Last trading16.08.2024
Final fixing16.08.2024
Currency redemptionCHF

Performance

Perf. since issue -93.13%
Year to date (YTD) n.a.
1 month -83.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue80.44
Premium0.15%
Premium p.a.7.01%
Leverage37.09
Implied volatility0.49

Reference data

ISIN CH1338510030
Symbol HOL1UZ
Security 133851003
Exchange SIX Structured Products
Currency CHF
Expiry 23.08.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 87.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 12.06.2024

Key figures

Premium 15.37%
Premium p.a. 701.06%
Leverage 1'372.00
Implied volatility 48.89%
Moneyness out-of-the-money
Leverage 37.0945
Delta 0.0270
Gamma 0.0005
Theta -0.0021
Rho 0.0000
Vega 0.0007
Fair value 0.01
Intrinsic value n.a.
Break-even 87.06
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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