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ZKB Call Warrant auf
Commerzbank AG

ISIN: CH1305134491 Security: 130513449 Symbol: CBK0HZ Life cycle
Secondary market

Bid Price 0.93

Ask Price 0.94

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 15.05.2024 09:14:04

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.93 0.94
Volume 75'000.00 75'000.00
Date/time 15.05.24 09:14 15.05.24 09:14

Current data

Last price paid 0.84
Change +12.00% [ +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 date07.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +284.09%
Year to date (YTD) n.a.
1 month +61.54%
3 months +394.12%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue10.73
Premium0.01%
Premium p.a.0.07%
Leverage3.92
Implied volatility0.51

Reference data

ISIN CH1305134491
Symbol CBK0HZ
Security 130513449
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 11.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 31.01.2024

Key figures

Premium 0.82%
Premium p.a. 6.64%
Leverage 4.16
Implied volatility 51.07%
Moneyness in-the-money
Leverage 3.9245
Delta 0.9441
Gamma 0.0112
Theta -0.0010
Rho 0.0030
Vega 0.0014
Fair value 0.03
Intrinsic value n.a.
Break-even 14.45
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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