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ZKB Put Warrant auf
Clariant AG

ISIN: CH1305132016 Security: 130513201 Symbol: CLNBYZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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 0.001 0.01
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 02.05.2024 17:20

Life cycle

Performance

Perf. since issue -95.00%
Year to date (YTD) n.a.
1 month -50.00%
3 months -87.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue10.83
Premium0.28%
Premium p.a.14.35%
Leverage14.02
Implied volatility1.26

Reference data

ISIN CH1305132016
Symbol CLNBYZ
Security 130513201
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 10.00
C/P type put
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 27.53%
Premium p.a. 1435.25%
Leverage 500.36
Implied volatility 126.45%
Moneyness out-of-the-money
Leverage 14.0228
Delta -0.0280
Gamma 0.0053
Theta -0.0020
Rho 0.0000
Vega 0.0002
Fair value 0.01
Intrinsic value n.a.
Break-even 9.97
SSPA value at risk n.a.
SSPA risk rating n.a.

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