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ZKB Call Warrant auf
Holcim Ltd

ISIN: CH1305151495 Security: 130515149 Symbol: HOLC4Z Life cycle
Secondary market

Bid Price 0.42

Ask Price 0.43

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 11.04.2024
Key Information Document DE 11.04.2024
Key Information Document EN 11.04.2024
Key Information Document FR 11.04.2024
Key Information Document IT 11.04.2024

Price data

  Bid Ask
Price 0.42 0.43
Volume 200'000.00 200'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.42
Change -12.50% [ -0.06 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date18.04.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +14.86%
Year to date (YTD) n.a.
1 month +20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue78.52
Premium0.05%
Premium p.a.0.13%
Leverage10.33
Implied volatility0.20

Reference data

ISIN CH1305151495
Symbol HOLC4Z
Security 130515149
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Holcim N, CH0012214059
Underlying ISIN CH0012214059
Strike 78.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 11.04.2024

Key figures

Premium 4.88%
Premium p.a. 13.40%
Leverage 18.45
Implied volatility 20.28%
Moneyness in-the-money
Leverage 10.3297
Delta 0.5598
Gamma 0.0041
Theta -0.0016
Rho 0.0145
Vega 0.0187
Fair value 0.38
Intrinsic value n.a.
Break-even 82.25
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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