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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1305142452 Security: 130514245 Symbol: LONL7Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 13.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 04.03.2024
Key Information Document DE 04.03.2024
Key Information Document EN 04.03.2024
Key Information Document FR 04.03.2024
Key Information Document IT 04.03.2024

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 13.06.24 17:15 13.06.24 17:15

Current data

Last price paid 0.10
Change -28.57% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date11.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -56.82%
Year to date (YTD) n.a.
1 month -78.72%
3 months -54.55%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue465.15
Premium0.02%
Premium p.a.0.47%
Leverage26.17
Implied volatility0.24

Reference data

ISIN CH1305142452
Symbol LONL7Z
Security 130514245
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
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 04.03.2024

Key figures

Premium 1.94%
Premium p.a. 47.13%
Leverage 50.55
Implied volatility 23.85%
Moneyness in-the-money
Leverage 26.1687
Delta 0.5177
Gamma 0.0002
Theta -0.0032
Rho 0.0010
Vega 0.0039
Fair value 0.09
Intrinsic value n.a.
Break-even 489.50
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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