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ZKB Call Warrant auf
Airbus SE

ISIN: CH1338497394 Security: 133849739 Symbol: AIRNXZ Life cycle
redeemed

Bid Price 0.001

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 06.05.2024
Key Information Document DE 06.05.2024
Key Information Document EN 06.05.2024
Key Information Document FR 06.05.2024
Key Information Document IT 06.05.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

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 10.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date14.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.88%
Year to date (YTD) n.a.
1 month -86.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue155.78
Premium0.12%
Premium p.a.6.16%
Leverage9.58
Implied volatility1.22

Reference data

ISIN CH1338497394
Symbol AIRNXZ
Security 133849739
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 160.00
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 06.05.2024

Key figures

Premium 11.82%
Premium p.a. 616.42%
Leverage 27.03
Implied volatility 122.00%
Moneyness out-of-the-money
Leverage 9.5797
Delta 0.3544
Gamma 0.0000
Theta -0.0013
Rho 0.0000
Vega 0.0001
Fair value 0.01
Intrinsic value n.a.
Break-even 165.47
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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