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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305140704 Security: 130514070 Symbol: HOLA5Z Life cycle
Secondary market

Bid Price 0.23

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 11:15:29

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.02.2024
Key Information Document DE 27.02.2024
Key Information Document EN 27.02.2024
Key Information Document FR 27.02.2024
Key Information Document IT 27.02.2024

Price data

  Bid Ask
Price 0.23 0.25
Volume 225'000.00 225'000.00
Date/time 17.05.24 11:15 17.05.24 11:15

Current data

Last price paid 0.29
Change -23.68% [ -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 date05.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue +187.50%
Year to date (YTD) n.a.
1 month -12.12%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue70.64
Premium0.00%
Premium p.a.0.06%
Leverage30.21
Implied volatility0.14

Reference data

ISIN CH1305140704
Symbol HOLA5Z
Security 130514070
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 76.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 27.02.2024

Key figures

Premium 0.15%
Premium p.a. 5.60%
Leverage 33.99
Implied volatility 13.88%
Moneyness in-the-money
Leverage 30.2128
Delta 0.8888
Gamma 0.0102
Theta -0.0019
Rho 0.0019
Vega 0.0023
Fair value 0.01
Intrinsic value n.a.
Break-even 78.30
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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