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ZKB Call Warrant auf
Covestro AG

ISIN: CH1268369084 Security: 126836908 Symbol: 1COBZZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.24 0.25
Volume 250'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.24
Change +9.09% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +63.33%
Year to date (YTD) -52.00%
1 month -20.00%
3 months -42.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue39.54
Premium0.04%
Premium p.a.0.43%
Leverage6.75
Implied volatility0.54

Reference data

ISIN CH1268369084
Symbol 1COBZZ
Security 126836908
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Covestro I, DE0006062144
Underlying ISIN DE0006062144
Strike 46.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 12.06.2023

Key figures

Premium 4.15%
Premium p.a. 43.25%
Leverage 9.90
Implied volatility 54.14%
Moneyness in-the-money
Leverage 6.7477
Delta 0.6813
Gamma 0.0022
Theta -0.0022
Rho 0.0014
Vega 0.0027
Fair value 0.10
Intrinsic value n.a.
Break-even 50.94
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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