Inhaltsseite: Home

ZKB Call Warrant auf
Commerzbank AG

ISIN: CH1268366890 Security: 126836689 Symbol: CBKYWZ Life cycle
Secondary market

Bid Price 0.77

Ask Price 0.78

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 15.05.2024 04:59:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.77 0.78
Volume 75'000.00 75'000.00
Date/time 15.05.24 16:59 15.05.24 16:59

Current data

Last price paid 0.61
Change +17.31% [ +0.09 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +292.50%
Year to date (YTD) +306.67%
1 month +84.85%
3 months +542.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue9.50
Premium0.01%
Premium p.a.0.06%
Leverage4.49
Implied volatility0.43

Reference data

ISIN CH1268366890
Symbol CBKYWZ
Security 126836689
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 12.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 02.06.2023

Key figures

Premium 0.68%
Premium p.a. 5.68%
Leverage 4.72
Implied volatility 42.60%
Moneyness in-the-money
Leverage 4.4887
Delta 0.9511
Gamma 0.0115
Theta -0.0009
Rho 0.0033
Vega 0.0013
Fair value 0.03
Intrinsic value n.a.
Break-even 15.20
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading