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ZKB Put Warrant auf
Airbus SE

ISIN: CH1281050703 Security: 128105070 Symbol: AIRB7Z Life cycle
Secondary market

Bid Price 0.19

Ask Price 0.20

Currency CHF

Exchange SIX Structured Products

Volume 275'000.00

Volume 275'000.00

Date/time (delayed) 25.09.2024 01:48:43

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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 25.09.24 13:48 25.09.24 13:48

Current data

Last price paid 0.19
Change -9.52% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -32.76%
Year to date (YTD) -29.63%
1 month +18.75%
3 months +58.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue140.76
Premium0.03%
Premium p.a.0.12%
Leverage7.43
Implied volatility0.27

Reference data

ISIN CH1281050703
Symbol AIRB7Z
Security 128105070
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 139.13
C/P type put
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 08.12.2023

Key figures

Premium 3.20%
Premium p.a. 12.05%
Leverage 13.05
Implied volatility 27.37%
Moneyness in-the-money
Leverage 7.4336
Delta -0.5697
Gamma 0.0004
Theta -0.0006
Rho -0.0044
Vega 0.0052
Fair value 0.08
Intrinsic value n.a.
Break-even 129.73
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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