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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1305127545 Security: 130512754 Symbol: LONURZ Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.06
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -85.14%
Year to date (YTD) -83.33%
1 month -14.29%
3 months -53.85%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue347.50
Premium0.37%
Premium p.a.0.57%
Leverage6.09
Implied volatility0.41

Reference data

ISIN CH1305127545
Symbol LONURZ
Security 130512754
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 340.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.12.2023

Key figures

Premium 36.58%
Premium p.a. 56.81%
Leverage 95.89
Implied volatility 41.15%
Moneyness out-of-the-money
Leverage 6.0902
Delta -0.0635
Gamma 0.0000
Theta -0.0004
Rho -0.0025
Vega 0.0053
Fair value 0.06
Intrinsic value n.a.
Break-even 334.50
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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