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ZKB Put Warrant auf
Cembra Money Bank AG

ISIN: CH1338502433 Security: 133850243 Symbol: CMB7HZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.30 0.31
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.31
Change -3.13% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -7.58%
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 price0.33
Underlying price on issue71.88
Premium0.08%
Premium p.a.0.14%
Leverage8.24
Implied volatility0.21

Reference data

ISIN CH1338502433
Symbol CMB7HZ
Security 133850243
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Cembra Money Bank AG, CH0225173167
Underlying ISIN CH0225173167
Strike 70.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 15.05.2024

Key figures

Premium 8.41%
Premium p.a. 13.96%
Leverage 23.97
Implied volatility 21.32%
Moneyness out-of-the-money
Leverage 8.2380
Delta -0.3437
Gamma 0.0030
Theta -0.0009
Rho -0.0170
Vega 0.0209
Fair value 0.31
Intrinsic value n.a.
Break-even 66.95
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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