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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305138781 Security: 130513878 Symbol: HOL1EZ Life cycle
Secondary market

Bid Price 0.48

Ask Price 0.49

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.48 0.49
Volume 125'000.00 125'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.49
Change -15.52% [ -0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +506.25%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue68.42
Premium0.01%
Premium p.a.0.17%
Leverage13.68
Implied volatility0.34

Reference data

ISIN CH1305138781
Symbol HOL1EZ
Security 130513878
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 74.00
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 0.52%
Premium p.a. 17.34%
Leverage 16.17
Implied volatility 33.98%
Moneyness in-the-money
Leverage 13.6823
Delta 0.8460
Gamma 0.0051
Theta -0.0052
Rho 0.0019
Vega 0.0032
Fair value 0.04
Intrinsic value n.a.
Break-even 78.85
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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