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ZKB Call Warrant auf
Airbus SE

ISIN: CH1305147774 Security: 130514777 Symbol: AIRHYZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.04.2024
Key Information Document DE 16.04.2024
Key Information Document EN 16.04.2024
Key Information Document FR 16.04.2024
Key Information Document IT 16.04.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 17:15 03.06.24 17:15

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 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -85.71%
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 issue167.00
Premium0.16%
Premium p.a.2.37%
Leverage23.53
Implied volatility0.38

Reference data

ISIN CH1305147774
Symbol AIRHYZ
Security 130514777
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 178.89
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 20.03.2024

Key figures

Premium 16.23%
Premium p.a. 237.03%
Leverage 302.91
Implied volatility 37.63%
Moneyness out-of-the-money
Leverage 23.5327
Delta 0.0777
Gamma 0.0002
Theta -0.0009
Rho 0.0002
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 180.51
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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