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ZKB Call Warrant auf
Airbus SE

ISIN: CH1268366650 Security: 126836665 Symbol: AIRLLZ Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.04.2024
Key Information Document DE 16.04.2024
Key Information Document EN 16.04.2024
Key Information Document FR 16.04.2024
Key Information Document IT 16.04.2024

Price data

  Bid Ask
Price 0.40 0.41
Volume 150'000.00 150'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.41
Change -2.38% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +84.09%
Year to date (YTD) +105.00%
1 month 0.00%
3 months +24.24%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue126.33
Premium0.01%
Premium p.a.0.15%
Leverage6.65
Implied volatility0.43

Reference data

ISIN CH1268366650
Symbol AIRLLZ
Security 126836665
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 139.13
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 02.06.2023

Key figures

Premium 1.25%
Premium p.a. 14.72%
Leverage 7.75
Implied volatility 43.16%
Moneyness in-the-money
Leverage 6.6527
Delta 0.8582
Gamma 0.0002
Theta -0.0017
Rho 0.0019
Vega 0.0021
Fair value 0.04
Intrinsic value n.a.
Break-even 160.44
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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