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ZKB Call Warrant auf
Covestro AG

ISIN: CH1268366551 Security: 126836655 Symbol: 1CONOZ Life cycle
redeemed

Bid Price 0.045

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.045 0.065
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.065
Change -18.75% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 19.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -38.89%
Year to date (YTD) -82.43%
1 month -53.57%
3 months -72.92%
1 year -50.00%
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue37.87
Premium0.01%
Premium p.a.0.59%
Leverage27.42
Implied volatility0.29

Reference data

ISIN CH1268366551
Symbol 1CONOZ
Security 126836655
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Covestro I, DE0006062144
Underlying ISIN DE0006062144
Strike 50.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 02.06.2023

Key figures

Premium 1.13%
Premium p.a. 59.12%
Leverage 43.85
Implied volatility 29.14%
Moneyness in-the-money
Leverage 27.4186
Delta 0.6253
Gamma 0.0097
Theta -0.0029
Rho 0.0003
Vega 0.0013
Fair value 0.03
Intrinsic value n.a.
Break-even 51.15
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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