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ZKB Put Warrant auf
Cembra Money Bank AG

ISIN: CH1338502458 Security: 133850245 Symbol: CMBI8Z Life cycle
Secondary market

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 08.08.2024 12:32:38

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 0.17 0.18
Volume 300'000.00 300'000.00
Date/time 08.08.24 12:32 08.08.24 12:32

Current data

Last price paid 0.17
Change -15.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.08.2024 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 -35.19%
Year to date (YTD) n.a.
1 month +30.77%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.27
Underlying price on issue71.88
Premium0.12%
Premium p.a.0.28%
Leverage10.02
Implied volatility0.25

Reference data

ISIN CH1338502458
Symbol CMBI8Z
Security 133850245
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Cembra Money Bank AG, CH0225173167
Underlying ISIN CH0225173167
Strike 68.00
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 11.55%
Premium p.a. 27.92%
Leverage 42.80
Implied volatility 24.53%
Moneyness out-of-the-money
Leverage 10.0186
Delta -0.2341
Gamma 0.0026
Theta -0.0011
Rho -0.0080
Vega 0.0148
Fair value 0.18
Intrinsic value n.a.
Break-even 66.25
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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