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ZKB Put Warrant auf
Komax Holding AG

ISIN: CH1268390759 Security: 126839075 Symbol: KOMFBZ Life cycle
Secondary market

Bid Price 0.67

Ask Price 0.68

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.67 0.68
Volume 100'000.00 100'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.67
Change +1.52% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +64.63%
Year to date (YTD) +52.27%
1 month +15.52%
3 months -23.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.41
Underlying price on issue211.25
Premium0.02%
Premium p.a.0.04%
Leverage3.87
Implied volatility0.32

Reference data

ISIN CH1268390759
Symbol KOMFBZ
Security 126839075
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Komax Hldg N, CH0010702154
Underlying ISIN CH0010702154
Strike 200.00
C/P type put
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 19.09.2023

Key figures

Premium 1.63%
Premium p.a. 4.43%
Leverage 5.01
Implied volatility 31.69%
Moneyness in-the-money
Leverage 3.8747
Delta -0.7738
Gamma 0.0002
Theta -0.0006
Rho -0.0121
Vega 0.0062
Fair value 0.06
Intrinsic value n.a.
Break-even 166.25
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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