Inhaltsseite: Home

ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1305130721 Security: 130513072 Symbol: LONWAZ Life cycle
Secondary market

Bid Price 0.78

Ask Price 0.79

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 17.01.2024
Key Information Document DE 17.01.2024
Key Information Document EN 17.01.2024
Key Information Document FR 17.01.2024
Key Information Document IT 17.01.2024

Price data

  Bid Ask
Price 0.78 0.79
Volume 75'000.00 75'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.79
Change -4.82% [ -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 date24.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +685.00%
Year to date (YTD) n.a.
1 month -3.66%
3 months +83.72%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue362.30
Premium0.06%
Premium p.a.0.09%
Leverage4.78
Implied volatility0.30

Reference data

ISIN CH1305130721
Symbol LONWAZ
Security 130513072
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 480.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 17.01.2024

Key figures

Premium 5.90%
Premium p.a. 9.16%
Leverage 6.72
Implied volatility 29.91%
Moneyness in-the-money
Leverage 4.7752
Delta 0.7108
Gamma 0.0000
Theta -0.0011
Rho 0.0191
Vega 0.0145
Fair value 0.31
Intrinsic value n.a.
Break-even 558.50
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading