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ZKB Call Warrant auf 2024-20.06.2025 Deutsche Lufthansa AG
Deutsche Lufthansa AG

ISIN: CH1338507275 Security: 133850727 Symbol: LHAKHZ Life cycle
Secondary market

Bid Price 0.04

Ask Price 0.05

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 18.06.2024 01:03:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.04 0.05
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 13:03 18.06.24 13:03

Current data

Last price paid 0.045
Change -18.18% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -43.75%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue6.61
Premium0.28%
Premium p.a.0.28%
Leverage4.55
Implied volatility0.39

Reference data

ISIN CH1338507275
Symbol LHAKHZ
Security 133850727
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 7.20
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 28.05.2024

Key figures

Premium 28.44%
Premium p.a. 27.67%
Leverage 12.64
Implied volatility 38.52%
Moneyness out-of-the-money
Leverage 4.5510
Delta 0.3602
Gamma 0.0166
Theta -0.0001
Rho 0.0014
Vega 0.0021
Fair value 0.05
Intrinsic value n.a.
Break-even 7.67
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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