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ZKB Call Warrant auf
Flughafen Zuerich AG

ISIN: CH1268371783 Security: 126837178 Symbol: FHZFLZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 17:15 14.06.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -77.78%
Year to date (YTD) 0.00%
1 month -54.55%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue175.90
Premium0.15%
Premium p.a.3.81%
Leverage21.15
Implied volatility0.52

Reference data

ISIN CH1268371783
Symbol FHZFLZ
Security 126837178
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Flughafen Zuerich N, CH0319416936
Underlying ISIN CH0319416936
Strike 218.49
C/P type call
Subscription ratio 49.66
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 49.65736
Value day 14.06.2023

Key figures

Premium 14.63%
Premium p.a. 381.34%
Leverage 192.80
Implied volatility 52.38%
Moneyness out-of-the-money
Leverage 21.1536
Delta 0.1097
Gamma 0.0002
Theta -0.0026
Rho 0.0002
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 221.00
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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