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ZKB Call Warrant auf
Komax Holding AG

ISIN: CH1281049069 Security: 128104906 Symbol: KOMBOZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -77.59%
Year to date (YTD) -82.93%
1 month -46.15%
3 months -30.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue191.10
Premium0.21%
Premium p.a.0.58%
Leverage10.48
Implied volatility0.31

Reference data

ISIN CH1281049069
Symbol KOMBOZ
Security 128104906
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Komax Hldg N, CH0010702154
Underlying ISIN CH0010702154
Strike 200.00
C/P type call
Subscription ratio 50.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 50
Value day 08.12.2023

Key figures

Premium 21.27%
Premium p.a. 58.37%
Leverage 51.57
Implied volatility 30.72%
Moneyness out-of-the-money
Leverage 10.4824
Delta 0.2033
Gamma 0.0002
Theta -0.0007
Rho 0.0022
Vega 0.0057
Fair value 0.07
Intrinsic value n.a.
Break-even 203.25
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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