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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1268391658 Security: 126839165 Symbol: LONIWZ Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 925'000.00

Volume 475'000.00

Date/time (delayed) 10.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.055 0.065
Volume 925'000.00 475'000.00
Date/time 10.06.24 17:15 10.06.24 17:15

Current data

Last price paid 0.06
Change -7.69% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 07.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date27.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -78.57%
Year to date (YTD) -90.77%
1 month -25.00%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue440.55
Premium0.21%
Premium p.a.0.72%
Leverage9.24
Implied volatility0.37

Reference data

ISIN CH1268391658
Symbol LONIWZ
Security 126839165
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.09.2023

Key figures

Premium 21.36%
Premium p.a. 71.52%
Leverage 83.50
Implied volatility 37.47%
Moneyness out-of-the-money
Leverage 9.2436
Delta -0.1107
Gamma 0.0000
Theta -0.0009
Rho -0.0018
Vega 0.0052
Fair value 0.06
Intrinsic value n.a.
Break-even 394.00
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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