Inhaltsseite: Home

ZKB Put Warrant auf
Airbus SE

ISIN: CH1305143021 Security: 130514302 Symbol: AIRVYZ Life cycle
Secondary market

Bid Price 0.14

Ask Price 0.15

Currency CHF

Exchange SIX Structured Products

Volume 375'000.00

Volume 375'000.00

Date/time (delayed) 10.05.2024 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 0.14 0.15
Volume 375'000.00 375'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.15
Change -6.25% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -30.95%
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 price0.21
Underlying price on issue157.04
Premium0.11%
Premium p.a.0.17%
Leverage6.51
Implied volatility0.27

Reference data

ISIN CH1305143021
Symbol AIRVYZ
Security 130514302
Exchange SIX Structured Products
Currency CHF
Expiry 31.12.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 149.07
C/P type put
Subscription ratio 49.69
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 49.69191
Value day 05.03.2024

Key figures

Premium 10.80%
Premium p.a. 16.78%
Leverage 21.52
Implied volatility 26.76%
Moneyness out-of-the-money
Leverage 6.5065
Delta -0.3023
Gamma 0.0002
Theta -0.0004
Rho -0.0070
Vega 0.0087
Fair value 0.15
Intrinsic value n.a.
Break-even 142.57
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading