Here is a .pdf of the manufacturer showing all the parts:
http://www.harder-airbrush.de/files/downloads/ersatzteile/Ersatzteile_Ultra.pdf I am talking about the very end on the left.
There is indeed a ring and ( I am not sure though) it looks slightly damaged. there are some scratches from cleaning etc on It and I guess that helps the air escape.
Maybe the Glass cleaner I cleaned my airbrush with was a little too aggressive and I damaged those rings.
I could try getting new rings, since every part is available separately (one of the many reasons I decided for H&S

).
Will also try the beeswax tip. If I can find any beeswax ;-)