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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1281032925 Security: 128103292 Symbol: LONPFZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 11:43:54

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.10.2023
Key Information Document DE 04.10.2023
Key Information Document EN 04.10.2023
Key Information Document FR 04.10.2023
Key Information Document IT 04.10.2023

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 11:43 29.05.24 11:43

Current data

Last price paid 0.04
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date11.10.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -80.43%
Year to date (YTD) -90.00%
1 month n.a.
3 months -63.64%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue417.70
Premium0.27%
Premium p.a.0.81%
Leverage8.55
Implied volatility0.41

Reference data

ISIN CH1281032925
Symbol LONPFZ
Security 128103292
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 360.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 04.10.2023

Key figures

Premium 26.72%
Premium p.a. 80.59%
Leverage 107.80
Implied volatility 40.74%
Moneyness out-of-the-money
Leverage 8.5533
Delta -0.0793
Gamma 0.0000
Theta -0.0007
Rho -0.0014
Vega 0.0041
Fair value 0.05
Intrinsic value n.a.
Break-even 355.50
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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