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ZKB Call Warrant auf
AIXTRON SE

ISIN: CH1305153285 Security: 130515328 Symbol: AIXHCZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 24.04.2024
Key Information Document DE 24.04.2024
Key Information Document EN 24.04.2024
Key Information Document FR 24.04.2024
Key Information Document IT 24.04.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.065
Change +8.33% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date02.05.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -25.00%
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 price0.08
Underlying price on issue23.29
Premium0.10%
Premium p.a.0.85%
Leverage8.41
Implied volatility0.52

Reference data

ISIN CH1305153285
Symbol AIXHCZ
Security 130515328
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying AIXTRON N, DE000A0WMPJ6
Underlying ISIN DE000A0WMPJ6
Strike 24.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 24.04.2024

Key figures

Premium 9.78%
Premium p.a. 84.98%
Leverage 18.89
Implied volatility 51.69%
Moneyness out-of-the-money
Leverage 8.4126
Delta 0.4454
Gamma 0.0050
Theta -0.0010
Rho 0.0005
Vega 0.0015
Fair value 0.06
Intrinsic value n.a.
Break-even 25.22
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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