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ZKB Put Warrant auf
Commerzbank AG

ISIN: CH1305129210 Security: 130512921 Symbol: CBKDYZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 625'000.00

Volume 325'000.00

Date/time (delayed) 29.05.2024 12:00:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 625'000.00 325'000.00
Date/time 29.05.24 12:00 29.05.24 12:00

Current data

Last price paid 0.09
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -77.03%
Year to date (YTD) n.a.
1 month -55.00%
3 months -76.32%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue11.51
Premium0.31%
Premium p.a.0.51%
Leverage5.07
Implied volatility0.45

Reference data

ISIN CH1305129210
Symbol CBKDYZ
Security 130512921
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 11.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 05.01.2024

Key figures

Premium 30.87%
Premium p.a. 50.75%
Leverage 44.90
Implied volatility 44.57%
Moneyness out-of-the-money
Leverage 5.0678
Delta -0.1129
Gamma 0.0090
Theta -0.0005
Rho -0.0031
Vega 0.0057
Fair value 0.09
Intrinsic value n.a.
Break-even 10.66
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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