Inhaltsseite: Home

ZKB Put Warrant auf
Commerzbank AG

ISIN: CH1268366916 Security: 126836691 Symbol: CBKYMZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.81%
Year to date (YTD) -90.48%
1 month -50.00%
3 months -90.91%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.47
Underlying price on issue9.50
Premium0.28%
Premium p.a.2.25%
Leverage10.57
Implied volatility0.60

Reference data

ISIN CH1268366916
Symbol CBKYMZ
Security 126836691
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 10.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 02.06.2023

Key figures

Premium 28.40%
Premium p.a. 225.31%
Leverage 226.51
Implied volatility 59.57%
Moneyness out-of-the-money
Leverage 10.5682
Delta -0.0467
Gamma 0.0085
Theta -0.0007
Rho -0.0002
Vega 0.0012
Fair value 0.02
Intrinsic value n.a.
Break-even 9.94
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading