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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1250715161 Security: 125071516 Symbol: LONJNZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.03.2023
Key Information Document DE 16.03.2023
Key Information Document EN 16.03.2023
Key Information Document FR 16.03.2023
Key Information Document IT 16.03.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 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 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date23.03.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.29%
Year to date (YTD) +250.00%
1 month -56.25%
3 months +40.00%
1 year -91.86%
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue523.00
Premium0.07%
Premium p.a.0.62%
Leverage21.77
Implied volatility0.23

Reference data

ISIN CH1250715161
Symbol LONJNZ
Security 125071516
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 560.00
C/P type call
Subscription ratio 200.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 200
Value day 16.03.2023

Key figures

Premium 7.32%
Premium p.a. 62.13%
Leverage 87.90
Implied volatility 23.47%
Moneyness out-of-the-money
Leverage 21.7698
Delta 0.2477
Gamma 0.0000
Theta -0.0008
Rho 0.0007
Vega 0.0029
Fair value 0.03
Intrinsic value n.a.
Break-even 566.00
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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