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ZKB Call Warrant auf
Clariant AG

ISIN: CH1338502110 Security: 133850211 Symbol: CLNWWZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 27.09.2024 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 0.065 0.075
Volume 725'000.00 375'000.00
Date/time 27.09.24 17:15 27.09.24 17:15

Current data

Last price paid 0.065
Change +30.00% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.09.2024 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 -58.82%
Year to date (YTD) n.a.
1 month -35.00%
3 months -67.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue14.24
Premium0.19%
Premium p.a.0.39%
Leverage9.36
Implied volatility0.28

Reference data

ISIN CH1338502110
Symbol CLNWWZ
Security 133850211
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 15.00
C/P type call
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 19.46%
Premium p.a. 39.02%
Leverage 36.71
Implied volatility 27.71%
Moneyness out-of-the-money
Leverage 9.3617
Delta 0.2550
Gamma 0.0255
Theta -0.0005
Rho 0.0029
Vega 0.0058
Fair value 0.07
Intrinsic value n.a.
Break-even 15.35
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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