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ZKB Call Warrant auf
Clariant AG

ISIN: CH1305131869 Security: 130513186 Symbol: CLN0XZ Life cycle
redeemed

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.27
Change -6.90% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date29.01.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +430.00%
Year to date (YTD) n.a.
1 month -40.00%
3 months +217.65%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue10.83
Premium0.01%
Premium p.a.0.36%
Leverage8.92
Implied volatility0.65

Reference data

ISIN CH1305131869
Symbol CLN0XZ
Security 130513186
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 12.50
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 22.01.2024

Key figures

Premium 0.69%
Premium p.a. 36.08%
Leverage 10.36
Implied volatility 65.39%
Moneyness in-the-money
Leverage 8.9164
Delta 0.8605
Gamma 0.0356
Theta -0.0040
Rho 0.0004
Vega 0.0008
Fair value 0.02
Intrinsic value n.a.
Break-even 13.83
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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