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ZKB Call Warrant auf
Lonza Group AG

ISIN: CH1281035506 Security: 128103550 Symbol: LON38Z Life cycle
Secondary market

Bid Price 1.73

Ask Price 1.74

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 15.05.2024 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 1.73 1.74
Volume 75'000.00 75'000.00
Date/time 15.05.24 17:15 15.05.24 17:15

Current data

Last price paid 1.73
Change +16.89% [ +0.25 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 +567.31%
Year to date (YTD) +540.74%
1 month -1.14%
3 months +64.76%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.26
Underlying price on issue345.80
Premium0.00%
Premium p.a.0.02%
Leverage3.02
Implied volatility0.56

Reference data

ISIN CH1281035506
Symbol LON38Z
Security 128103550
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 360.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 19.10.2023

Key figures

Premium 0.24%
Premium p.a. 2.03%
Leverage 3.07
Implied volatility 55.93%
Moneyness in-the-money
Leverage 3.0150
Delta 0.9829
Gamma 0.0000
Theta -0.0006
Rho 0.0042
Vega 0.0008
Fair value 0.01
Intrinsic value n.a.
Break-even 533.50
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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