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ZKB Call Warrant auf
Clariant AG

ISIN: CH1305146727 Security: 130514672 Symbol: CLNE3Z Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 27.09.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.29
Change +31.82% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.09.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +63.89%
Year to date (YTD) n.a.
1 month -38.89%
3 months -56.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue11.62
Premium0.05%
Premium p.a.0.10%
Leverage5.99
Implied volatility0.27

Reference data

ISIN CH1305146727
Symbol CLNE3Z
Security 130514672
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 12.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.03.2024

Key figures

Premium 4.86%
Premium p.a. 9.75%
Leverage 8.71
Implied volatility 26.95%
Moneyness in-the-money
Leverage 5.9902
Delta 0.6876
Gamma 0.0289
Theta -0.0005
Rho 0.0073
Vega 0.0064
Fair value 0.13
Intrinsic value n.a.
Break-even 13.48
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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