Inhaltsseite: Home

ZKB Put Warrant auf
Clariant AG

ISIN: CH1305132032 Security: 130513203 Symbol: CLN8MZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.01.2024
Key Information Document DE 22.01.2024
Key Information Document EN 22.01.2024
Key Information Document FR 22.01.2024
Key Information Document IT 22.01.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date29.01.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -92.86%
Year to date (YTD) n.a.
1 month -50.00%
3 months -84.21%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue10.83
Premium0.34%
Premium p.a.0.98%
Leverage9.81
Implied volatility0.41

Reference data

ISIN CH1305132032
Symbol CLN8MZ
Security 130513203
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Clariant N, CH0012142631
Underlying ISIN CH0012142631
Strike 10.00
C/P type put
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 22.01.2024

Key figures

Premium 33.71%
Premium p.a. 97.65%
Leverage 300.20
Implied volatility 40.61%
Moneyness out-of-the-money
Leverage 9.8107
Delta -0.0327
Gamma 0.0041
Theta -0.0002
Rho -0.0004
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 9.95
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading