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ZKB Call Warrant auf
Lonza Group AG

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

Bid Price 0.17

Ask Price 0.18

Currency CHF

Exchange SIX Structured Products

Volume 325'000.00

Volume 325'000.00

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

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 0.17 0.18
Volume 325'000.00 325'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.18
Change -5.26% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -20.45%
Year to date (YTD) n.a.
1 month -58.14%
3 months n.a.
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.0.28%
Leverage16.83
Implied volatility0.25

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 2.11%
Premium p.a. 27.56%
Leverage 27.84
Implied volatility 24.87%
Moneyness in-the-money
Leverage 16.8347
Delta 0.6047
Gamma 0.0001
Theta -0.0024
Rho 0.0021
Vega 0.0052
Fair value 0.10
Intrinsic value n.a.
Break-even 497.50
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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