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ZKB Call Warrant auf
Clariant AG

ISIN: CH1268371692 Security: 126837169 Symbol: CLN3RZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.06.2023
Key Information Document DE 14.06.2023
Key Information Document EN 14.06.2023
Key Information Document FR 14.06.2023
Key Information Document IT 14.06.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change +50.00% [ +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 date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -75.00%
Year to date (YTD) -40.00%
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue13.13
Premium0.05%
Premium p.a.0.47%
Leverage22.52
Implied volatility0.21

Reference data

ISIN CH1268371692
Symbol CLN3RZ
Security 126837169
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 15.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 14.06.2023

Key figures

Premium 5.41%
Premium p.a. 47.01%
Leverage 72.10
Implied volatility 21.15%
Moneyness out-of-the-money
Leverage 22.5178
Delta 0.3123
Gamma 0.0341
Theta -0.0005
Rho 0.0005
Vega 0.0017
Fair value 0.02
Intrinsic value n.a.
Break-even 15.20
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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