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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1268380685 Security: 126838068 Symbol: LONCPZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 27.07.2023
Key Information Document DE 27.07.2023
Key Information Document EN 27.07.2023
Key Information Document FR 27.07.2023
Key Information Document IT 27.07.2023

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.11
Change -15.38% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date04.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -68.18%
Year to date (YTD) +633.33%
1 month -42.11%
3 months +37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.33
Underlying price on issue499.65
Premium0.04%
Premium p.a.0.35%
Leverage20.63
Implied volatility0.21

Reference data

ISIN CH1268380685
Symbol LONCPZ
Security 126838068
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 540.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 27.07.2023

Key figures

Premium 4.02%
Premium p.a. 34.98%
Leverage 50.40
Implied volatility 20.66%
Moneyness out-of-the-money
Leverage 20.6345
Delta 0.4094
Gamma 0.0001
Theta -0.0018
Rho 0.0024
Vega 0.0070
Fair value 0.11
Intrinsic value n.a.
Break-even 550.50
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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