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ZKB Call Warrant auf
Airbus SE

ISIN: CH1305147808 Security: 130514780 Symbol: AIRT1Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 24.09.2024 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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 24.09.24 17:15 24.09.24 17:15

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.09.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date27.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -90.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -62.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue167.00
Premium0.49%
Premium p.a.1.82%
Leverage12.04
Implied volatility0.42

Reference data

ISIN CH1305147808
Symbol AIRT1Z
Security 130514780
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 198.76
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 20.03.2024

Key figures

Premium 48.85%
Premium p.a. 181.94%
Leverage 254.19
Implied volatility 41.87%
Moneyness out-of-the-money
Leverage 12.0434
Delta 0.0474
Gamma 0.0001
Theta -0.0003
Rho 0.0003
Vega 0.0013
Fair value 0.01
Intrinsic value n.a.
Break-even 200.53
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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