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ZKB Call Warrant auf
Cembra Money Bank AG

ISIN: CH1281050315 Security: 128105031 Symbol: CMBISZ Life cycle
Secondary market

Bid Price 0.43

Ask Price 0.44

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.43 0.44
Volume 125'000.00 125'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.43
Change +10.26% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

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

Performance

Perf. since issue +107.14%
Year to date (YTD) +126.32%
1 month -28.33%
3 months +30.30%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue64.75
Premium0.01%
Premium p.a.0.06%
Leverage13.77
Implied volatility0.18

Reference data

ISIN CH1281050315
Symbol CMBISZ
Security 128105031
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Cembra Money Bank AG, CH0225173167
Underlying ISIN CH0225173167
Strike 68.00
C/P type call
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 0.70%
Premium p.a. 6.05%
Leverage 16.52
Implied volatility 17.70%
Moneyness in-the-money
Leverage 13.7744
Delta 0.8339
Gamma 0.0058
Theta -0.0015
Rho 0.0064
Vega 0.0060
Fair value 0.05
Intrinsic value n.a.
Break-even 72.35
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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