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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1268387987 Security: 126838798 Symbol: LONGIZ Life cycle
redeemed

Bid Price n.a.

Ask Price n.a.

Currency n.a.

Exchange SIX Structured Products

Volume n.a.

Volume n.a.

Date/time (delayed) n.a. n.a.

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 13.09.2023
Key Information Document DE 13.09.2023
Key Information Document EN 13.09.2023
Key Information Document FR 13.09.2023
Key Information Document IT 13.09.2023

Price data

  Bid Ask
Price n.a. n.a.
Volume n.a. n.a.
Date/time n.a. n.a. n.a. n.a.

Current data

Last price paid n.a.
Change -7.14% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time n.a. n.a.

Life cycle

Fixing21.06.2024
Settlement date20.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.04%
Year to date (YTD) -95.04%
1 month +44.44%
3 months -65.79%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue475.65
Premium0.00%
Premium p.a.0.15%
Leverage58.91
Implied volatility0.12

Reference data

ISIN CH1268387987
Symbol LONGIZ
Security 126838798
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 480.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 13.09.2023

Key figures

Premium 0.29%
Premium p.a. 15.34%
Leverage 86.53
Implied volatility 11.83%
Moneyness in-the-money
Leverage 58.9138
Delta -0.6809
Gamma 0.0004
Theta -0.0019
Rho -0.0006
Vega 0.0023
Fair value 0.01
Intrinsic value n.a.
Break-even 474.50
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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