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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1281034343 Security: 128103434 Symbol: LON34Z Life cycle
Secondary market

Bid Price 0.40

Ask Price 0.41

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 17.10.2023
Key Information Document DE 17.10.2023
Key Information Document EN 17.10.2023
Key Information Document FR 17.10.2023
Key Information Document IT 17.10.2023

Price data

  Bid Ask
Price 0.40 0.41
Volume 150'000.00 150'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.41
Change -4.65% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date24.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +237.50%
Year to date (YTD) +645.45%
1 month -38.81%
3 months +13.89%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue376.75
Premium0.01%
Premium p.a.0.11%
Leverage10.06
Implied volatility0.30

Reference data

ISIN CH1281034343
Symbol LON34Z
Security 128103434
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 450.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 17.10.2023

Key figures

Premium 0.84%
Premium p.a. 10.99%
Leverage 12.01
Implied volatility 30.13%
Moneyness in-the-money
Leverage 10.0591
Delta 0.8376
Gamma 0.0001
Theta -0.0019
Rho 0.0028
Vega 0.0033
Fair value 0.04
Intrinsic value n.a.
Break-even 490.50
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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