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ZKB Put Warrant auf
Airbus SE

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

Bid Price 0.085

Ask Price 0.095

Currency CHF

Exchange SIX Structured Products

Volume 600'000.00

Volume 300'000.00

Date/time (delayed) 22.05.2024 05:15:00

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 0.085 0.095
Volume 600'000.00 300'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.095
Change -5.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -68.97%
Year to date (YTD) -64.81%
1 month n.a.
3 months -54.76%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue140.76
Premium0.16%
Premium p.a.0.25%
Leverage7.19
Implied volatility0.28

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 15.55%
Premium p.a. 25.45%
Leverage 35.30
Implied volatility 28.42%
Moneyness out-of-the-money
Leverage 7.1893
Delta -0.2037
Gamma 0.0002
Theta -0.0004
Rho -0.0045
Vega 0.0070
Fair value 0.09
Intrinsic value n.a.
Break-even 135.46
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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