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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305138765 Security: 130513876 Symbol: HOL1AZ Life cycle
Secondary market

Bid Price 0.83

Ask Price 0.85

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 17.05.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.83 0.85
Volume 100'000.00 100'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.85
Change -4.49% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 12:05

Life cycle

Fixing17.05.2024
Settlement date28.02.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +320.00%
Year to date (YTD) n.a.
1 month +5.95%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue68.42
Premium0.00%
Premium p.a.0.17%
Leverage8.37
Implied volatility0.53

Reference data

ISIN CH1305138765
Symbol HOL1AZ
Security 130513876
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 70.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.02.2024

Key figures

Premium 0.46%
Premium p.a. 16.84%
Leverage 9.29
Implied volatility 53.02%
Moneyness in-the-money
Leverage 8.3660
Delta 0.9005
Gamma 0.0025
Theta -0.0061
Rho 0.0017
Vega 0.0022
Fair value 0.04
Intrinsic value n.a.
Break-even 78.40
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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