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ZKB Call Warrant auf
Flughafen Zuerich AG

ISIN: CH1268371924 Security: 126837192 Symbol: FHZSVZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.055
Change +10.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date21.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -70.59%
Year to date (YTD) 0.00%
1 month -69.44%
3 months -15.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue175.90
Premium0.05%
Premium p.a.0.47%
Leverage23.30
Implied volatility0.21

Reference data

ISIN CH1268371924
Symbol FHZSVZ
Security 126837192
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Flughafen Zuerich N, CH0319416936
Underlying ISIN CH0319416936
Strike 198.63
C/P type call
Subscription ratio 49.66
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 49.65736
Value day 14.06.2023

Key figures

Premium 5.41%
Premium p.a. 47.05%
Leverage 76.84
Implied volatility 20.65%
Moneyness out-of-the-money
Leverage 23.2976
Delta 0.3032
Gamma 0.0005
Theta -0.0012
Rho 0.0013
Vega 0.0045
Fair value 0.05
Intrinsic value n.a.
Break-even 202.50
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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