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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1305147063 Security: 130514706 Symbol: LONTSZ Life cycle
Secondary market

Bid Price 0.65

Ask Price 0.66

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.03.2024
Key Information Document DE 20.03.2024
Key Information Document EN 20.03.2024
Key Information Document FR 20.03.2024
Key Information Document IT 20.03.2024

Price data

  Bid Ask
Price 0.65 0.66
Volume 100'000.00 100'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.66
Change -4.35% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date27.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +7.38%
Year to date (YTD) n.a.
1 month -4.35%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.61
Underlying price on issue514.50
Premium0.11%
Premium p.a.0.13%
Leverage4.77
Implied volatility0.30

Reference data

ISIN CH1305147063
Symbol LONTSZ
Security 130514706
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 520.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.03.2024

Key figures

Premium 11.18%
Premium p.a. 12.92%
Leverage 8.04
Implied volatility 30.34%
Moneyness in-the-money
Leverage 4.7678
Delta 0.5930
Gamma 0.0000
Theta -0.0010
Rho 0.0214
Vega 0.0190
Fair value 0.59
Intrinsic value n.a.
Break-even 585.50
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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