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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1305148590 Security: 130514859 Symbol: LONIPZ Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 29.05.2024 09:50:37

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.065 0.075
Volume 775'000.00 400'000.00
Date/time 29.05.24 09:50 29.05.24 09:50

Current data

Last price paid 0.09
Change -18.18% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date03.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -61.11%
Year to date (YTD) n.a.
1 month -47.06%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.18
Underlying price on issue527.40
Premium0.34%
Premium p.a.0.55%
Leverage9.60
Implied volatility0.29

Reference data

ISIN CH1305148590
Symbol LONIPZ
Security 130514859
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 640.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 25.03.2024

Key figures

Premium 33.73%
Premium p.a. 55.46%
Leverage 69.11
Implied volatility 28.90%
Moneyness out-of-the-money
Leverage 9.6023
Delta 0.1389
Gamma 0.0000
Theta -0.0006
Rho 0.0037
Vega 0.0083
Fair value 0.07
Intrinsic value n.a.
Break-even 647.00
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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