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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1305151701 Security: 130515170 Symbol: LONKJZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 11.06.2024 09:00:39

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.04.2024
Key Information Document DE 15.04.2024
Key Information Document EN 15.04.2024
Key Information Document FR 15.04.2024
Key Information Document IT 15.04.2024

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 11.06.24 09:00 11.06.24 09:00

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date22.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -94.50%
Year to date (YTD) n.a.
1 month -77.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue537.30
Premium0.16%
Premium p.a.3.22%
Leverage33.02
Implied volatility0.36

Reference data

ISIN CH1305151701
Symbol LONKJZ
Security 130515170
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 580.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 15.04.2024

Key figures

Premium 15.88%
Premium p.a. 321.98%
Leverage 910.91
Implied volatility 35.66%
Moneyness out-of-the-money
Leverage 33.0223
Delta 0.0363
Gamma 0.0000
Theta -0.0008
Rho 0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 580.55
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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