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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1281046214 Security: 128104621 Symbol: LONIGZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 11.06.2024 11:34:37

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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 11.06.24 11:34 11.06.24 11:34

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 07.06.2024 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 -81.58%
Year to date (YTD) -78.13%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.19
Underlying price on issue335.80
Premium0.44%
Premium p.a.0.77%
Leverage5.77
Implied volatility0.49

Reference data

ISIN CH1281046214
Symbol LONIGZ
Security 128104621
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 280.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 01.12.2023

Key figures

Premium 44.02%
Premium p.a. 76.87%
Leverage 141.11
Implied volatility 49.00%
Moneyness out-of-the-money
Leverage 5.7733
Delta -0.0409
Gamma 0.0000
Theta -0.0004
Rho -0.0014
Vega 0.0033
Fair value 0.04
Intrinsic value n.a.
Break-even 276.50
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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