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ZKB Call Warrant auf
AIXTRON SE

ISIN: CH1268382426 Security: 126838242 Symbol: AIXZJZ 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) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.02.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -66.67%
1 month -33.33%
3 months +33.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue35.56
Premium1.15%
Premium p.a.20.05%
Leverage5.25
Implied volatility2.04

Reference data

ISIN CH1268382426
Symbol AIXZJZ
Security 126838242
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AIXTRON N, DE000A0WMPJ6
Underlying ISIN DE000A0WMPJ6
Strike 48.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 09.08.2023

Key figures

Premium 115.36%
Premium p.a. 2005.06%
Leverage 54.44
Implied volatility 203.83%
Moneyness out-of-the-money
Leverage 5.2468
Delta 0.0964
Gamma 0.0008
Theta -0.0021
Rho 0.0000
Vega 0.0004
Fair value 0.02
Intrinsic value n.a.
Break-even 48.41
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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