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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305148475 Security: 130514847 Symbol: HOLSQZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

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 29.04.2024 17:20

Life cycle

Fixing17.05.2024
Settlement date03.04.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
Year to date (YTD) n.a.
1 month -86.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue80.62
Premium0.10%
Premium p.a.2.61%
Leverage42.85
Implied volatility0.29

Reference data

ISIN CH1305148475
Symbol HOLSQZ
Security 130514847
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 86.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 25.03.2024

Key figures

Premium 10.02%
Premium p.a. 261.18%
Leverage 782.60
Implied volatility 29.25%
Moneyness out-of-the-money
Leverage 42.8469
Delta 0.0547
Gamma 0.0025
Theta -0.0017
Rho 0.0002
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 86.10
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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