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ZKB Put Warrant auf
Airbus SE

ISIN: CH1305147824 Security: 130514782 Symbol: AIRC8Z 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) 23.05.2024 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 0.19 0.20
Volume 275'000.00 275'000.00
Date/time 23.05.24 17:15 23.05.24 17:15

Current data

Last price paid 0.20
Change -9.09% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 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 -15.22%
Year to date (YTD) n.a.
1 month -16.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue167.00
Premium0.07%
Premium p.a.0.11%
Leverage6.53
Implied volatility0.25

Reference data

ISIN CH1305147824
Symbol AIRC8Z
Security 130514782
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 159.01
C/P type put
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 6.86%
Premium p.a. 11.27%
Leverage 16.36
Implied volatility 24.62%
Moneyness out-of-the-money
Leverage 6.5264
Delta -0.3989
Gamma 0.0003
Theta -0.0004
Rho -0.0089
Vega 0.0096
Fair value 0.20
Intrinsic value n.a.
Break-even 150.15
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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