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ZKB Put Warrant auf
Clariant AG

ISIN: CH1338502185 Security: 133850218 Symbol: CLNY8Z Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 28.06.2024 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 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.25
Change -3.85% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date23.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -2.00%
Year to date (YTD) n.a.
1 month +13.64%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue14.24
Premium0.10%
Premium p.a.0.13%
Leverage4.81
Implied volatility0.28

Reference data

ISIN CH1338502185
Symbol CLNY8Z
Security 133850218
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 14.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 15.05.2024

Key figures

Premium 9.65%
Premium p.a. 12.91%
Leverage 11.54
Implied volatility 28.47%
Moneyness out-of-the-money
Leverage 4.8091
Delta -0.4166
Gamma 0.0224
Theta -0.0004
Rho -0.0106
Vega 0.0095
Fair value 0.25
Intrinsic value n.a.
Break-even 12.78
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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