Inhaltsseite: Home

ZKB Call Warrant auf
LANXESS AG

ISIN: CH1268382145 Security: 126838214 Symbol: LXSM1Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

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 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.005 0.015
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 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.01.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -87.50%
Year to date (YTD) -25.00%
1 month n.a.
3 months 0.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue29.46
Premium0.54%
Premium p.a.4.67%
Leverage9.33
Implied volatility0.79

Reference data

ISIN CH1268382145
Symbol LXSM1Z
Security 126838214
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 40.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 09.08.2023

Key figures

Premium 53.68%
Premium p.a. 466.50%
Leverage 129.07
Implied volatility 78.58%
Moneyness out-of-the-money
Leverage 9.3261
Delta 0.0723
Gamma 0.0010
Theta -0.0006
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 40.20
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading