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ZKB Call Warrant auf
Airbus SE

ISIN: CH1268366643 Security: 126836664 Symbol: AIRU4Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 13.05.2024 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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 13.05.24 17:15 13.05.24 17:15

Current data

Last price paid 0.23
Change -14.81% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +32.35%
Year to date (YTD) +91.67%
1 month -25.81%
3 months +27.78%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue126.33
Premium0.02%
Premium p.a.0.18%
Leverage10.01
Implied volatility0.29

Reference data

ISIN CH1268366643
Symbol AIRU4Z
Security 126836664
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 149.07
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 02.06.2023

Key figures

Premium 2.23%
Premium p.a. 17.73%
Leverage 13.75
Implied volatility 28.55%
Moneyness in-the-money
Leverage 10.0115
Delta 0.7282
Gamma 0.0004
Theta -0.0013
Rho 0.0026
Vega 0.0036
Fair value 0.07
Intrinsic value n.a.
Break-even 161.49
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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