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ZKB Call Warrant auf
AIXTRON SE

ISIN: CH1338497030 Security: 133849703 Symbol: AIX33Z Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.05
Change -16.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -35.71%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue21.86
Premium0.09%
Premium p.a.1.23%
Leverage9.48
Implied volatility0.57

Reference data

ISIN CH1338497030
Symbol AIX33Z
Security 133849703
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AIXTRON N, DE000A0WMPJ6
Underlying ISIN DE000A0WMPJ6
Strike 22.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 06.05.2024

Key figures

Premium 9.45%
Premium p.a. 123.16%
Leverage 22.80
Implied volatility 57.42%
Moneyness out-of-the-money
Leverage 9.4827
Delta 0.4159
Gamma 0.0060
Theta -0.0012
Rho 0.0003
Vega 0.0011
Fair value 0.05
Intrinsic value n.a.
Break-even 22.92
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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