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ZKB Call Warrant auf
Commerzbank AG

ISIN: CH1305143294 Security: 130514329 Symbol: CBKXQZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.39
Change +21.88% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +558.33%
Year to date (YTD) n.a.
1 month +105.26%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue11.10
Premium0.02%
Premium p.a.0.17%
Leverage7.04
Implied volatility0.38

Reference data

ISIN CH1305143294
Symbol CBKXQZ
Security 130514329
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Commerzbank I, DE000CBK1001
Underlying ISIN DE000CBK1001
Strike 13.00
C/P type call
Subscription ratio 4.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 4
Value day 08.03.2024

Key figures

Premium 2.11%
Premium p.a. 17.10%
Leverage 8.88
Implied volatility 38.32%
Moneyness in-the-money
Leverage 7.0367
Delta 0.7925
Gamma 0.0379
Theta -0.0018
Rho 0.0029
Vega 0.0035
Fair value 0.07
Intrinsic value n.a.
Break-even 14.61
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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