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ZKB Call Warrant auf
Clariant AG

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

Bid Price 0.50

Ask Price 0.51

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 26.06.2024 10:48:46

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 0.50 0.51
Volume 100'000.00 100'000.00
Date/time 26.06.24 10:48 26.06.24 10:48

Current data

Last price paid 0.50
Change +6.38% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

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

Key figures on issue

Issue price0.18
Underlying price on issue11.62
Premium0.04%
Premium p.a.0.05%
Leverage4.45
Implied volatility0.26

Reference data

Key figures

Premium 3.75%
Premium p.a. 4.98%
Leverage 5.54
Implied volatility 25.85%
Moneyness in-the-money
Leverage 4.4505
Delta 0.8027
Gamma 0.0177
Theta -0.0004
Rho 0.0131
Vega 0.0067
Fair value 0.11
Intrinsic value n.a.
Break-even 14.53
SSPA value at risk n.a.
SSPA risk rating n.a.

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