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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1281035928 Security: 128103592 Symbol: LXSQFZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change -26.32% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +35.00%
Year to date (YTD) -53.33%
1 month -22.22%
3 months -6.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue21.02
Premium0.02%
Premium p.a.0.19%
Leverage7.19
Implied volatility0.41

Reference data

ISIN CH1281035928
Symbol LXSQFZ
Security 128103592
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 24.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 19.10.2023

Key figures

Premium 2.20%
Premium p.a. 19.14%
Leverage 9.56
Implied volatility 41.26%
Moneyness in-the-money
Leverage 7.1917
Delta 0.7522
Gamma 0.0043
Theta -0.0007
Rho 0.0009
Vega 0.0014
Fair value 0.03
Intrinsic value n.a.
Break-even 26.74
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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