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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1268374084 Security: 126837408 Symbol: LXS50Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 250'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.015
Change -40.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.75%
Year to date (YTD) -87.50%
1 month -57.14%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue26.28
Premium0.15%
Premium p.a.1.34%
Leverage17.61
Implied volatility0.35

Reference data

ISIN CH1268374084
Symbol LXS50Z
Security 126837408
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 30.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.06.2023

Key figures

Premium 15.45%
Premium p.a. 134.30%
Leverage 129.07
Implied volatility 34.83%
Moneyness out-of-the-money
Leverage 17.6098
Delta 0.1364
Gamma 0.0036
Theta -0.0004
Rho 0.0002
Vega 0.0010
Fair value 0.01
Intrinsic value n.a.
Break-even 30.20
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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