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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305145398 Security: 130514539 Symbol: HOLYDZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.001
Change -90.00% [ -0.01 ]
Last traded volume 1'000'000.00 Unit
Cumulative volume 2'000'000.00 Unit
Date/time 17.05.2024 10:28

Life cycle

Fixing17.05.2024
Settlement date25.03.2024
Last trading17.05.2024
Final fixing17.05.2024
Currency redemptionCHF

Performance

Perf. since issue -92.50%
Year to date (YTD) n.a.
1 month -99.17%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue77.36
Premium0.03%
Premium p.a.0.95%
Leverage102.66
Implied volatility0.13

Reference data

ISIN CH1305145398
Symbol HOLYDZ
Security 130514539
Exchange SIX Structured Products
Currency CHF
Expiry 27.05.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 80.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 18.03.2024

Key figures

Premium 2.59%
Premium p.a. 94.66%
Leverage 743.62
Implied volatility 12.67%
Moneyness out-of-the-money
Leverage 102.6596
Delta 0.1381
Gamma 0.0129
Theta -0.0017
Rho 0.0003
Vega 0.0027
Fair value 0.01
Intrinsic value n.a.
Break-even 80.11
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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