Inhaltsseite: Home

ZKB Put Warrant auf
Clariant AG

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

Bid Price 0.01

Ask Price 0.02

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 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 0.01 0.02
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 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 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 -89.29%
Year to date (YTD) n.a.
1 month -60.00%
3 months -80.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue10.83
Premium0.31%
Premium p.a.0.86%
Leverage9.17
Implied volatility0.40

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 31.17%
Premium p.a. 85.55%
Leverage 192.27
Implied volatility 39.76%
Moneyness out-of-the-money
Leverage 9.1685
Delta -0.0477
Gamma 0.0057
Theta -0.0003
Rho -0.0006
Vega 0.0017
Fair value 0.02
Intrinsic value n.a.
Break-even 9.93
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading