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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1281051099 Security: 128105109 Symbol: LXS7SZ Life cycle
Secondary market

Bid Price 0.06

Ask Price 0.07

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.06 0.07
Volume 850'000.00 425'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.07
Change -17.65% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) -56.25%
1 month -12.50%
3 months -12.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue26.06
Premium0.27%
Premium p.a.0.43%
Leverage6.22
Implied volatility0.36

Reference data

ISIN CH1281051099
Symbol LXS7SZ
Security 128105109
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 32.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 08.12.2023

Key figures

Premium 27.36%
Premium p.a. 42.68%
Leverage 19.86
Implied volatility 35.98%
Moneyness out-of-the-money
Leverage 6.2188
Delta 0.3132
Gamma 0.0024
Theta -0.0003
Rho 0.0022
Vega 0.0037
Fair value 0.07
Intrinsic value n.a.
Break-even 33.32
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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