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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1305151198 Security: 130515119 Symbol: LXSOBZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.04.2024
Key Information Document DE 10.04.2024
Key Information Document EN 10.04.2024
Key Information Document FR 10.04.2024
Key Information Document IT 10.04.2024

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.04
Change -11.11% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -11.11%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue27.49
Premium0.40%
Premium p.a.0.63%
Leverage7.05
Implied volatility0.37

Reference data

ISIN CH1305151198
Symbol LXSOBZ
Security 130515119
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 36.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 10.04.2024

Key figures

Premium 40.33%
Premium p.a. 62.90%
Leverage 36.88
Implied volatility 36.63%
Moneyness out-of-the-money
Leverage 7.0462
Delta 0.1911
Gamma 0.0018
Theta -0.0002
Rho 0.0014
Vega 0.0028
Fair value 0.04
Intrinsic value n.a.
Break-even 36.71
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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