Inhaltsseite: Home

ZKB Call Warrant auf
Commerzbank AG

ISIN: CH1305134491 Security: 130513449 Symbol: CBK0HZ Life cycle
Secondary market

Bid Price 1.15

Ask Price 1.16

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 29.05.2024 09:14:53

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 1.15 1.16
Volume 50'000.00 50'000.00
Date/time 29.05.24 09:14 29.05.24 09:14

Current data

Last price paid 1.18
Change +1.72% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +438.64%
Year to date (YTD) n.a.
1 month +53.25%
3 months +594.12%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue10.73
Premium0.00%
Premium p.a.0.03%
Leverage3.26
Implied volatility0.55

Reference data

ISIN CH1305134491
Symbol CBK0HZ
Security 130513449
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 11.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 31.01.2024

Key figures

Premium 0.28%
Premium p.a. 3.31%
Leverage 3.29
Implied volatility 54.77%
Moneyness in-the-money
Leverage 3.2585
Delta 0.9904
Gamma 0.0026
Theta -0.0005
Rho 0.0023
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 15.78
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading