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ZKB Call Warrant auf
Flughafen Zuerich AG

ISIN: CH1268375024 Security: 126837502 Symbol: FHZDLZ Life cycle
Secondary market

Bid Price 0.30

Ask Price 0.31

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 31.05.2024 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 0.30 0.31
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.30
Change +20.00% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -58.22%
Year to date (YTD) +36.36%
1 month +25.00%
3 months -3.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.73
Underlying price on issue183.15
Premium0.02%
Premium p.a.0.29%
Leverage18.23
Implied volatility0.24

Reference data

ISIN CH1268375024
Symbol FHZDLZ
Security 126837502
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Flughafen Zuerich N, CH0319416936
Underlying ISIN CH0319416936
Strike 188.70
C/P type call
Subscription ratio 19.86
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 19.86255
Value day 21.06.2023

Key figures

Premium 2.19%
Premium p.a. 28.53%
Leverage 31.46
Implied volatility 23.59%
Moneyness in-the-money
Leverage 18.2336
Delta 0.5796
Gamma 0.0016
Theta -0.0046
Rho 0.0040
Vega 0.0104
Fair value 0.21
Intrinsic value n.a.
Break-even 196.10
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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