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ZKB Call Warrant auf 2024-20.06.2025 Airbus SE
Airbus SE

ISIN: CH1338506806 Security: 133850680 Symbol: AIRO6Z Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.065
Change -13.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -45.83%
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 price0.12
Underlying price on issue159.70
Premium0.37%
Premium p.a.0.36%
Leverage7.88
Implied volatility0.26

Reference data

ISIN CH1338506806
Symbol AIRO6Z
Security 133850680
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 200.00
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 28.05.2024

Key figures

Premium 36.85%
Premium p.a. 36.16%
Leverage 44.57
Implied volatility 26.12%
Moneyness out-of-the-money
Leverage 7.8810
Delta 0.1768
Gamma 0.0001
Theta -0.0003
Rho 0.0045
Vega 0.0075
Fair value 0.07
Intrinsic value n.a.
Break-even 203.33
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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