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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1250729675 Security: 125072967 Symbol: LONJUZ Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.05.2023
Key Information Document DE 04.05.2023
Key Information Document EN 04.05.2023
Key Information Document FR 04.05.2023
Key Information Document IT 04.05.2023

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.10
Change -16.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date11.05.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -87.33%
Year to date (YTD) +566.67%
1 month -54.55%
3 months -9.09%
1 year -86.11%
3 years n.a.

Key figures on issue

Issue price0.75
Underlying price on issue578.10
Premium0.25%
Premium p.a.0.42%
Leverage9.75
Implied volatility0.26

Reference data

ISIN CH1250729675
Symbol LONJUZ
Security 125072967
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 600.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 04.05.2023

Key figures

Premium 25.31%
Premium p.a. 41.99%
Leverage 51.20
Implied volatility 26.35%
Moneyness out-of-the-money
Leverage 9.7457
Delta 0.1903
Gamma 0.0000
Theta -0.0007
Rho 0.0050
Vega 0.0103
Fair value 0.10
Intrinsic value n.a.
Break-even 609.50
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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