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ZKB Call Warrant auf
Cembra Money Bank AG

ISIN: CH1281050315 Security: 128105031 Symbol: CMBISZ Life cycle
Secondary market

Bid Price 0.37

Ask Price 0.38

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 12:00:34

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.37 0.38
Volume 150'000.00 150'000.00
Date/time 17.05.24 12:00 17.05.24 12:00

Current data

Last price paid 0.39
Change -2.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +83.33%
Year to date (YTD) +105.26%
1 month -37.10%
3 months +18.18%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue64.75
Premium0.01%
Premium p.a.0.09%
Leverage14.22
Implied volatility0.19

Reference data

ISIN CH1281050315
Symbol CMBISZ
Security 128105031
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Cembra Money Bank AG, CH0225173167
Underlying ISIN CH0225173167
Strike 68.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 1.05%
Premium p.a. 9.17%
Leverage 18.47
Implied volatility 19.23%
Moneyness in-the-money
Leverage 14.2165
Delta 0.7698
Gamma 0.0065
Theta -0.0019
Rho 0.0059
Vega 0.0073
Fair value 0.08
Intrinsic value n.a.
Break-even 71.85
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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