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ZKB Call Warrant auf
Deutsche Lufthansa AG

ISIN: CH1507479165 Security: 150747916 Symbol: LHA45Z Life cycle
Secondary market

Bid Price 0.09

Ask Price 0.10

Currency CHF

Exchange SIX Structured Products

Volume 575'000.00

Volume 300'000.00

Date/time (delayed) 02.04.2026 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.01.2026
Key Information Document DE 16.01.2026
Key Information Document EN 16.01.2026

Price data

  Bid Ask
Price 0.09 0.10
Volume 575'000.00 300'000.00
Date/time 02.04.26 17:15 02.04.26 17:15

Current data

Last price paid 0.10
Change +5.26% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 01.04.2026 17:20

Life cycle

Initial fixing date16.01.2026
Settlement date23.01.2026
Last trading18.12.2026
Final fixing18.12.2026
Currency redemptionCHF

Performance

Perf. since issue -52.50%
Year to date (YTD) n.a.
1 month -56.52%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue8.40
Premium0.50%
Premium p.a.0.68%
Leverage5.99
Implied volatility0.42

Reference data

ISIN CH1507479165
Symbol LHA45Z
Security 150747916
Exchange SIX Structured Products
Currency CHF
Expiry 29.12.2026
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 11.00
C/P type call
Subscription ratio 2.00
Issuer Zuercher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 2
Value day 16.01.2026

Key figures

Premium 50.22%
Premium p.a. 67.64%
Leverage 36.19
Implied volatility 42.24%
Moneyness out-of-the-money
Leverage 5.9862
Delta 0.3184
Gamma 0.0492
Theta -0.0005
Rho 0.0031
Vega 0.0073
Fair value 0.10
Intrinsic value n.a.
Break-even 11.21
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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