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ZKB Put Warrant auf
Deutsche Lufthansa AG

ISIN: CH1305143146 Security: 130514314 Symbol: LHAD6Z Life cycle
Secondary market

Bid Price 0.055

Ask Price 0.065

Currency CHF

Exchange SIX Structured Products

Volume 850'000.00

Volume 425'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.03.2024
Key Information Document DE 05.03.2024
Key Information Document EN 05.03.2024
Key Information Document FR 05.03.2024
Key Information Document IT 05.03.2024

Price data

  Bid Ask
Price 0.055 0.065
Volume 850'000.00 425'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.06
Change +9.09% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.03.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -14.29%
Year to date (YTD) n.a.
1 month -14.29%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue6.96
Premium0.10%
Premium p.a.0.16%
Leverage4.31
Implied volatility0.35

Reference data

ISIN CH1305143146
Symbol LHAD6Z
Security 130514314
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 6.40
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.03.2024

Key figures

Premium 9.57%
Premium p.a. 15.87%
Leverage 10.45
Implied volatility 34.96%
Moneyness at-the-money
Leverage 4.3131
Delta -0.4126
Gamma 0.0229
Theta -0.0001
Rho -0.0019
Vega 0.0019
Fair value 0.06
Intrinsic value n.a.
Break-even 5.79
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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