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ZKB Call Warrant auf
Clariant AG

ISIN: CH1305131810 Security: 130513181 Symbol: CLNOMZ Life cycle
Secondary market

Bid Price 0.52

Ask Price 0.53

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 17.06.2024 05:15:00

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 0.52 0.53
Volume 100'000.00 100'000.00
Date/time 17.06.24 17:15 17.06.24 17:15

Current data

Last price paid 0.52
Change +1.96% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.06.2024 17:20

Life cycle

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

Performance

Perf. since issue +303.85%
Year to date (YTD) n.a.
1 month -24.64%
3 months +160.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue10.83
Premium0.00%
Premium p.a.0.09%
Leverage4.96
Implied volatility0.73

Reference data

ISIN CH1305131810
Symbol CLNOMZ
Security 130513181
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 11.00
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 0.26%
Premium p.a. 8.55%
Leverage 5.18
Implied volatility 72.97%
Moneyness in-the-money
Leverage 4.9625
Delta 0.9585
Gamma 0.0103
Theta -0.0014
Rho 0.0006
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 13.63
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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