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ZKB Call Warrant auf
Covestro AG

ISIN: CH1268366551 Security: 126836655 Symbol: 1CONOZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 17.06.2024 11:25:32

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 17.06.24 11:25 17.06.24 11:25

Current data

Last price paid 0.11
Change -15.38% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 +11.11%
Year to date (YTD) -70.27%
1 month -38.89%
3 months -54.17%
1 year -8.33%
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue37.87
Premium0.04%
Premium p.a.1.32%
Leverage12.74
Implied volatility0.58

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 3.98%
Premium p.a. 131.98%
Leverage 23.94
Implied volatility 58.18%
Moneyness in-the-money
Leverage 12.7400
Delta 0.5322
Gamma 0.0041
Theta -0.0046
Rho 0.0004
Vega 0.0017
Fair value 0.10
Intrinsic value n.a.
Break-even 52.09
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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