Inhaltsseite: Home

ZKB Call Warrant auf
Deutsche Lufthansa AG

ISIN: CH1305139573 Security: 130513957 Symbol: LHAG0Z Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.04.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date29.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -62.50%
Year to date (YTD) n.a.
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 issue7.45
Premium0.43%
Premium p.a.0.71%
Leverage7.29
Implied volatility0.37

Reference data

ISIN CH1305139573
Symbol LHAG0Z
Security 130513957
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 9.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 22.02.2024

Key figures

Premium 42.53%
Premium p.a. 70.56%
Leverage 41.96
Implied volatility 37.34%
Moneyness out-of-the-money
Leverage 7.2900
Delta 0.1737
Gamma 0.0141
Theta -0.0001
Rho 0.0006
Vega 0.0013
Fair value 0.02
Intrinsic value n.a.
Break-even 9.15
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading