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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1268391666 Security: 126839166 Symbol: LONNJZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.09.2023
Key Information Document DE 20.09.2023
Key Information Document EN 20.09.2023
Key Information Document FR 20.09.2023
Key Information Document IT 20.09.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -91.18%
Year to date (YTD) -95.65%
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue440.55
Premium0.28%
Premium p.a.2.40%
Leverage12.30
Implied volatility0.56

Reference data

ISIN CH1268391666
Symbol LONNJZ
Security 126839166
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 380.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 20.09.2023

Key figures

Premium 28.23%
Premium p.a. 239.65%
Leverage 351.60
Implied volatility 55.90%
Moneyness out-of-the-money
Leverage 12.2991
Delta -0.0350
Gamma 0.0000
Theta -0.0009
Rho -0.0002
Vega 0.0014
Fair value 0.02
Intrinsic value n.a.
Break-even 378.50
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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