BANK VONTOBEL/PUT/HOLCIM/56/0.1/21.06.24 | Real-time Bid/Ask 08:01:23 17/06/2024 BST | ||
| 0.002 CHF / 0.02 CHF | -45.00% |
|
| 1 month | -50.00% | ||
| 3 months | -82.46% |
Comparison chart between the derivative product and it's underlying value
End-of-day quotes
Chart
HOLCIM LTD
Static data
| Product type | Warrants |
|---|---|
| Buy / Sell | PUT |
| Underlying | HOLCIM LTD |
| Issuer | 
Vontobel
|
| WHOAAV | |
| ISIN | CH1274766372 |
| Date issued | 04/07/2023 |
| Strike | 56 CHF |
| Maturity | 21/06/2024 (5 Days) |
| Parity | 10 : 1 |
| Emission price | 0.35 CHF |
| Emission volume | N/A |
| Settlement | physique |
| Currency | CHF |
Technical Indicators
| Highest since issue | 0.57 CHF |
|---|---|
| Lowest since issue | 0.02 CHF |
| Delta | -0.02x |
| Omega | 14.18 |
| Premium | 30.17x |
| Gearing | 727.64x |
| Moneyness | 0.6997 |
| Difference Strike | -24.51 CHF |
| Difference Strike % | -43.77% |
| Spread | 0.018 CHF |
| Spread % | 90.00% |
| Theoretical value | 0.0310 |
| Implied Volatility | 208.56 % |
| Total Loss Probability | 93.67 % |
| Intrinsic value | 0.000000 |
| Present value | 0.0310 |
| Break even | 55.69 CHF |
| Theta | -0.13x |
| Vega | 0x |
| Rho | -0x |
Company Profile
Holcim Ltd specializes in producing and marketing construction materials. Net sales break down by family of products as follows:
- cement and clinkers (45%);
- ready-mix concrete (22%);
- granulates (12.2%): sand, gravel, chalk, etc.;
- other (20.8%).
Net sales are distributed geographically as follows: France (8.1%), the United Kingdom (6.7%), Switzerland (3.2%), Germany (3%), Europe (29.3%), Canada (9.6%), Mexico (6.7%), Australia (4.7%) and other (28.7%).
Sector
-
Consensus: Holcim Ltd
Sell
Buy
Mean consensus
OUTPERFORM
Number of Analysts
19
Last Close Price
80.04
CHF
Average target price
82.96
CHF
Spread / Average Target
+3.65%
- Stock Market
- Warrants
- WHOAAV Warrant