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ZKB Call Warrant auf
Airbus SE

ISIN: CH1268369118 Security: 126836911 Symbol: AIRL8Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 425'000.00

Volume 425'000.00

Date/time (delayed) 10.05.2024 05:15:00

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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 0.11 0.12
Volume 425'000.00 425'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.12
Change -14.29% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +4.55%
Year to date (YTD) +84.62%
1 month -42.86%
3 months +9.09%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue129.54
Premium0.04%
Premium p.a.0.28%
Leverage14.55
Implied volatility0.24

Reference data

ISIN CH1268369118
Symbol AIRL8Z
Security 126836911
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 159.01
C/P type call
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 12.06.2023

Key figures

Premium 3.79%
Premium p.a. 28.19%
Leverage 27.14
Implied volatility 23.83%
Moneyness out-of-the-money
Leverage 14.5488
Delta 0.5361
Gamma 0.0006
Theta -0.0013
Rho 0.0021
Vega 0.0045
Fair value 0.12
Intrinsic value n.a.
Break-even 165.89
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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