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ZKB Call Warrant auf
Commerzbank AG

ISIN: CH1305147584 Security: 130514758 Symbol: CBKX1Z Life cycle
Secondary market

Bid Price 0.26

Ask Price 0.27

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 14.05.2024 11:23:44

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.26 0.27
Volume 200'000.00 200'000.00
Date/time 14.05.24 11:23 14.05.24 11:23

Current data

Last price paid 0.25
Change -3.85% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +103.85%
Year to date (YTD) n.a.
1 month +47.06%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue12.20
Premium0.20%
Premium p.a.0.31%
Leverage5.57
Implied volatility0.36

Reference data

ISIN CH1305147584
Symbol CBKX1Z
Security 130514758
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 16.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 20.03.2024

Key figures

Premium 20.43%
Premium p.a. 31.46%
Leverage 13.10
Implied volatility 35.64%
Moneyness out-of-the-money
Leverage 5.5698
Delta 0.4250
Gamma 0.0246
Theta -0.0010
Rho 0.0079
Vega 0.0110
Fair value 0.27
Intrinsic value n.a.
Break-even 17.08
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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