Inhaltsseite: Home

ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1281046222 Security: 128104622 Symbol: LONNAZ Life cycle
Secondary market

Bid Price 1.07

Ask Price 1.08

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 1.07 1.08
Volume 75'000.00 75'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 1.08
Change -3.57% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date08.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +795.83%
Year to date (YTD) +620.00%
1 month -1.82%
3 months +74.19%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.12
Underlying price on issue335.80
Premium0.04%
Premium p.a.0.06%
Leverage3.98
Implied volatility0.31

Reference data

ISIN CH1281046222
Symbol LONNAZ
Security 128104622
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 440.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 01.12.2023

Key figures

Premium 3.81%
Premium p.a. 5.92%
Leverage 4.91
Implied volatility 31.45%
Moneyness in-the-money
Leverage 3.9833
Delta 0.8119
Gamma 0.0000
Theta -0.0009
Rho 0.0207
Vega 0.0114
Fair value 0.20
Intrinsic value n.a.
Break-even 547.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading