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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1305132305 Security: 130513230 Symbol: LON3XZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.01.2024
Key Information Document DE 23.01.2024
Key Information Document EN 23.01.2024
Key Information Document FR 23.01.2024
Key Information Document IT 23.01.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.12
Change +9.09% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date30.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -73.86%
Year to date (YTD) n.a.
1 month +9.09%
3 months -40.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue377.40
Premium0.24%
Premium p.a.0.40%
Leverage6.13
Implied volatility0.36

Reference data

ISIN CH1305132305
Symbol LON3XZ
Security 130513230
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 380.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 23.01.2024

Key figures

Premium 24.24%
Premium p.a. 40.22%
Leverage 42.30
Implied volatility 35.94%
Moneyness out-of-the-money
Leverage 6.1288
Delta -0.1449
Gamma 0.0000
Theta -0.0007
Rho -0.0049
Vega 0.0086
Fair value 0.12
Intrinsic value n.a.
Break-even 368.50
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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