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ZKB Call Warrant auf
AIXTRON SE

ISIN: CH1281050521 Security: 128105052 Symbol: AIXGYZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

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 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.015 0.025
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 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.03.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -80.77%
1 month -50.00%
3 months -80.77%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue36.00
Premium0.85%
Premium p.a.7.35%
Leverage5.97
Implied volatility1.21

Reference data

ISIN CH1281050521
Symbol AIXGYZ
Security 128105052
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AIXTRON N, DE000A0WMPJ6
Underlying ISIN DE000A0WMPJ6
Strike 42.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 84.61%
Premium p.a. 735.32%
Leverage 56.67
Implied volatility 121.21%
Moneyness out-of-the-money
Leverage 5.9722
Delta 0.1054
Gamma 0.0010
Theta -0.0010
Rho 0.0001
Vega 0.0007
Fair value 0.02
Intrinsic value n.a.
Break-even 42.41
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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