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ZKB Call Warrant auf
Commerzbank AG

ISIN: CH1305151057 Security: 130515105 Symbol: CBKEUZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 275'000.00 275'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.20
Change +33.33% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date17.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +156.25%
Year to date (YTD) n.a.
1 month +81.82%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue13.39
Premium0.02%
Premium p.a.0.30%
Leverage12.98
Implied volatility0.33

Reference data

ISIN CH1305151057
Symbol CBKEUZ
Security 130515105
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 15.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 10.04.2024

Key figures

Premium 1.74%
Premium p.a. 30.30%
Leverage 18.40
Implied volatility 33.05%
Moneyness in-the-money
Leverage 12.9809
Delta 0.7055
Gamma 0.0719
Theta -0.0027
Rho 0.0014
Vega 0.0031
Fair value 0.07
Intrinsic value n.a.
Break-even 15.85
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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