Inhaltsseite: Home

ZKB Put Warrant auf
Commerzbank AG

ISIN: CH1305151065 Security: 130515106 Symbol: CBKOEZ Life cycle
Secondary market

Bid Price 0.16

Ask Price 0.17

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

Date/time (delayed) 28.05.2024 05:15:01

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 0.16 0.17
Volume 325'000.00 325'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.17
Change -5.56% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -55.41%
Year to date (YTD) n.a.
1 month -54.05%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue13.39
Premium0.22%
Premium p.a.0.35%
Leverage4.78
Implied volatility0.41

Reference data

ISIN CH1305151065
Symbol CBKOEZ
Security 130515106
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 13.00
C/P type put
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 21.64%
Premium p.a. 35.42%
Leverage 23.63
Implied volatility 40.71%
Moneyness out-of-the-money
Leverage 4.7788
Delta -0.2023
Gamma 0.0142
Theta -0.0007
Rho -0.0058
Vega 0.0086
Fair value 0.17
Intrinsic value n.a.
Break-even 12.33
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading