Call-Warrant

Symbol: HOLVWZ
Underlyings: Holcim AG
ISIN: CH1250735912
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.700
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.590 Volume 5,000
Time 16:23:50 Date 11/07/2024

More Product Information

Core Data

Name Call-Warrant
ISIN CH1250735912
Valor 125073591
Symbol HOLVWZ
Strike 80.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 22/05/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Holcim AG
ISIN CH0012214059
Price 84.04 CHF
Date 16/07/24 17:30
Ratio 10.00

Key data

Intrinsic value 0.35
Time value 0.34
Implied volatility 0.26%
Leverage 7.62
Delta 0.63
Gamma 0.04
Vega 0.20
Distance to Strike -3.52
Distance to Strike in % -4.21%

market maker quality Date: 15/07/2024

Average Spread 1.43%
Last Best Bid Price 0.70 CHF
Last Best Ask Price 0.71 CHF
Last Best Bid Volume 150,000
Last Best Ask Volume 150,000
Average Buy Volume 152,728
Average Sell Volume 152,728
Average Buy Value 105,808 CHF
Average Sell Value 107,336 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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