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ZKB Call Warrant auf
Airbus SE

ISIN: CH1305142973 Security: 130514297 Symbol: AIRX0Z 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) 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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.02
Change +33.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -71.43%
Year to date (YTD) n.a.
1 month -71.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue157.04
Premium0.07%
Premium p.a.0.65%
Leverage30.88
Implied volatility0.19

Reference data

ISIN CH1305142973
Symbol AIRX0Z
Security 130514297
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 168.95
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 05.03.2024

Key figures

Premium 6.61%
Premium p.a. 65.25%
Leverage 158.85
Implied volatility 19.02%
Moneyness out-of-the-money
Leverage 30.8787
Delta 0.1944
Gamma 0.0006
Theta -0.0008
Rho 0.0006
Vega 0.0028
Fair value 0.02
Intrinsic value n.a.
Break-even 171.01
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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