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ZKB Call Warrant auf
Deutsche Lufthansa AG

ISIN: CH1281051065 Security: 128105106 Symbol: LHA0FZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 03.06.2024 09:11:59

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 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 03.06.24 09:11 03.06.24 09:11

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.03.2024 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 -75.00%
Year to date (YTD) -50.00%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.04
Underlying price on issue8.43
Premium0.87%
Premium p.a.1.47%
Leverage6.21
Implied volatility0.52

Reference data

ISIN CH1281051065
Symbol LHA0FZ
Security 128105106
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 12.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 08.12.2023

Key figures

Premium 87.11%
Premium p.a. 146.52%
Leverage 63.32
Implied volatility 51.74%
Moneyness out-of-the-money
Leverage 6.2079
Delta 0.0980
Gamma 0.0068
Theta -0.0001
Rho 0.0003
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 12.10
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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