I read on a wikipedia page that from the modal logic formalization CK can be formulated as a fixed point. If it also holds for the set theory formalization? If it does, where I can find about it?
Edited: Common knowledge is used to be thought about like a limit of "I know that you know that I know that you know that I know..."
A nice example is given here.
Yes, there is also a set-theoretic formulation of common knowledge as a fixed point. Common knowledge of an event $E$ is the greatest fixed point of the function $f_E(X)=K^1(E\cap X)$, where $K^1(Y)$ denotes first-order mutual knowledge of $Y$, i.e., that everyone knows $Y$. The existence of a greatest fixed point is guaranteed by the Knaster–Tarski theorem. You can read about this account of common knowledge in the Stanford Encyclopedia of Philosophy.