Inhaltsseite: Home

ZKB Put Warrant auf
Cembra Money Bank AG

ISIN: CH1281050356 Security: 128105035 Symbol: CMBY3Z 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 09:01:58

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 09:01 17.05.24 09:01

Current data

Last price paid 0.025
Change -28.57% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 6'000.00 Unit
Date/time 06.05.2024 17:15

Life cycle

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

Performance

Perf. since issue -92.86%
Year to date (YTD) -88.10%
1 month -37.50%
3 months -85.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue64.75
Premium0.15%
Premium p.a.1.34%
Leverage20.59
Implied volatility0.32

Reference data

ISIN CH1281050356
Symbol CMBY3Z
Security 128105035
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Cembra Money Bank AG, CH0225173167
Underlying ISIN CH0225173167
Strike 60.00
C/P type put
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 15.42%
Premium p.a. 133.98%
Leverage 353.50
Implied volatility 32.20%
Moneyness out-of-the-money
Leverage 20.5905
Delta -0.0582
Gamma 0.0015
Theta -0.0010
Rho -0.0005
Vega 0.0028
Fair value 0.02
Intrinsic value n.a.
Break-even 59.80
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading