Inhaltsseite: Home

ZKB Call Warrant auf
Clariant AG

ISIN: CH1268374845 Security: 126837484 Symbol: CLN8XZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 24.05.2024 01:25:06

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 24.05.24 13:25 24.05.24 13:25

Current data

Last price paid 0.40
Change +14.29% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +71.74%
Year to date (YTD) +233.33%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue12.39
Premium0.00%
Premium p.a.0.04%
Leverage7.10
Implied volatility0.30

Reference data

ISIN CH1268374845
Symbol CLN8XZ
Security 126837484
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 13.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 21.06.2023

Key figures

Premium 0.37%
Premium p.a. 3.84%
Leverage 7.55
Implied volatility 29.82%
Moneyness in-the-money
Leverage 7.0964
Delta 0.9394
Gamma 0.0174
Theta -0.0006
Rho 0.0023
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 14.98
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading