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ZKB Put Warrant auf
Commerzbank AG

ISIN: CH1305129210 Security: 130512921 Symbol: CBKDYZ Life cycle
Secondary market

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 15.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 0.095
Change -20.83% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -75.68%
Year to date (YTD) n.a.
1 month -52.50%
3 months -73.61%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue11.51
Premium0.29%
Premium p.a.0.45%
Leverage5.05
Implied volatility0.43

Reference data

ISIN CH1305129210
Symbol CBKDYZ
Security 130512921
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 11.00
C/P type put
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 05.01.2024

Key figures

Premium 29.39%
Premium p.a. 45.46%
Leverage 41.08
Implied volatility 42.59%
Moneyness out-of-the-money
Leverage 5.0488
Delta -0.1229
Gamma 0.0100
Theta -0.0005
Rho -0.0035
Vega 0.0060
Fair value 0.09
Intrinsic value n.a.
Break-even 10.63
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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