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ZKB Put Warrant auf
Clariant AG

ISIN: CH1305146156 Security: 130514615 Symbol: CLN3YZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 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 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -75.00%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue11.62
Premium0.28%
Premium p.a.0.34%
Leverage6.29
Implied volatility0.32

Reference data

ISIN CH1305146156
Symbol CLN3YZ
Security 130514615
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 11.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.03.2024

Key figures

Premium 28.38%
Premium p.a. 33.63%
Leverage 60.04
Implied volatility 31.85%
Moneyness out-of-the-money
Leverage 6.2909
Delta -0.1048
Gamma 0.0083
Theta -0.0002
Rho -0.0031
Vega 0.0050
Fair value 0.05
Intrinsic value n.a.
Break-even 10.75
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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