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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1268391674 Security: 126839167 Symbol: LONXOZ Life cycle
Secondary market

Bid Price 0.15

Ask Price 0.16

Currency CHF

Exchange SIX Structured Products

Volume 350'000.00

Volume 350'000.00

Date/time (delayed) 29.05.2024 01:26:50

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 0.15 0.16
Volume 350'000.00 350'000.00
Date/time 29.05.24 13:26 29.05.24 13:26

Current data

Last price paid 0.13
Change +30.00% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -63.33%
Year to date (YTD) -86.60%
1 month -7.14%
3 months -58.06%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.45
Underlying price on issue440.55
Premium0.12%
Premium p.a.0.37%
Leverage7.90
Implied volatility0.33

Reference data

ISIN CH1268391674
Symbol LONXOZ
Security 126839167
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 440.00
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 12.23%
Premium p.a. 36.89%
Leverage 29.24
Implied volatility 32.54%
Moneyness out-of-the-money
Leverage 7.9023
Delta -0.2702
Gamma 0.0000
Theta -0.0012
Rho -0.0049
Vega 0.0092
Fair value 0.17
Intrinsic value n.a.
Break-even 423.50
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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