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ZKB Call Warrant auf
Airbus SE

ISIN: CH1305142973 Security: 130514297 Symbol: AIRX0Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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 0.025 0.035
Volume 250'000.00 250'000.00
Date/time 10.05.24 17:15 10.05.24 17:15

Current data

Last price paid 0.035
Change +40.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date12.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -57.14%
Year to date (YTD) n.a.
1 month -76.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue157.04
Premium0.07%
Premium p.a.0.55%
Leverage24.23
Implied volatility0.20

Reference data

ISIN CH1305142973
Symbol AIRX0Z
Security 130514297
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Airbus Br Rg, NL0000235190
Underlying ISIN NL0000235190
Strike 168.95
C/P type call
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 7.32%
Premium p.a. 54.51%
Leverage 104.03
Implied volatility 20.07%
Moneyness out-of-the-money
Leverage 24.2295
Delta 0.2329
Gamma 0.0005
Theta -0.0008
Rho 0.0009
Vega 0.0035
Fair value 0.03
Intrinsic value n.a.
Break-even 171.54
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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