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ZKB Put Warrant auf
Holcim Ltd

ISIN: CH1250714578 Security: 125071457 Symbol: HOLGRZ 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) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.56%
Year to date (YTD) -76.92%
1 month n.a.
3 months -72.73%
1 year -95.71%
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue55.68
Premium0.37%
Premium p.a.3.08%
Leverage11.70
Implied volatility0.65

Reference data

ISIN CH1250714578
Symbol HOLGRZ
Security 125071457
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 50.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 16.03.2023

Key figures

Premium 37.14%
Premium p.a. 308.08%
Leverage 793.80
Implied volatility 64.69%
Moneyness out-of-the-money
Leverage 11.6963
Delta -0.0147
Gamma 0.0002
Theta -0.0007
Rho -0.0002
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 49.90
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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