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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1281031794 Security: 128103179 Symbol: LXSE6Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 26.09.2023
Key Information Document DE 26.09.2023
Key Information Document EN 26.09.2023
Key Information Document FR 26.09.2023
Key Information Document IT 26.09.2023

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date03.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.92%
Year to date (YTD) -84.78%
1 month -61.11%
3 months -41.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue23.84
Premium0.07%
Premium p.a.0.95%
Leverage14.56
Implied volatility0.39

Reference data

ISIN CH1281031794
Symbol LXSE6Z
Security 128103179
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 26.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 26.09.2023

Key figures

Premium 7.31%
Premium p.a. 95.26%
Leverage 40.51
Implied volatility 38.65%
Moneyness out-of-the-money
Leverage 14.5597
Delta 0.3594
Gamma 0.0072
Theta -0.0009
Rho 0.0003
Vega 0.0013
Fair value 0.03
Intrinsic value n.a.
Break-even 26.61
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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