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ZKB Call Warrant auf
Flughafen Zuerich AG

ISIN: CH1281050117 Security: 128105011 Symbol: FHZCRZ Life cycle
Secondary market

Bid Price 0.31

Ask Price 0.32

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

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 0.31 0.32
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.31
Change +10.71% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -21.25%
Year to date (YTD) +55.00%
1 month +10.71%
3 months +10.71%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue183.80
Premium0.08%
Premium p.a.0.23%
Leverage12.34
Implied volatility0.21

Reference data

ISIN CH1281050117
Symbol FHZCRZ
Security 128105011
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Flughafen Zuerich N, CH0319416936
Underlying ISIN CH0319416936
Strike 198.63
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 08.12.2023

Key figures

Premium 7.50%
Premium p.a. 23.02%
Leverage 30.46
Implied volatility 21.21%
Moneyness out-of-the-money
Leverage 12.3385
Delta 0.4051
Gamma 0.0008
Theta -0.0020
Rho 0.0116
Vega 0.0212
Fair value 0.32
Intrinsic value n.a.
Break-even 206.30
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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