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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1305150208 Security: 130515020 Symbol: LONS3Z Life cycle
Secondary market

Bid Price 0.70

Ask Price 0.71

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.04.2024
Key Information Document DE 03.04.2024
Key Information Document EN 03.04.2024
Key Information Document FR 03.04.2024
Key Information Document IT 03.04.2024

Price data

  Bid Ask
Price 0.70 0.71
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.71
Change -5.33% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date10.04.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +33.02%
Year to date (YTD) n.a.
1 month +9.23%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.53
Underlying price on issue541.20
Premium0.08%
Premium p.a.0.09%
Leverage3.58
Implied volatility0.31

Reference data

ISIN CH1305150208
Symbol LONS3Z
Security 130515020
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 520.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 03.04.2024

Key figures

Premium 7.59%
Premium p.a. 9.20%
Leverage 6.90
Implied volatility 31.08%
Moneyness in-the-money
Leverage 3.5842
Delta -0.5195
Gamma 0.0000
Theta -0.0008
Rho -0.0267
Vega 0.0176
Fair value 0.37
Intrinsic value n.a.
Break-even 449.50
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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