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ZKB Put Warrant auf
LANXESS AG

ISIN: CH1305129491 Security: 130512949 Symbol: LXS2LZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.21
Change -4.55% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 27.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -18.00%
Year to date (YTD) n.a.
1 month 0.00%
3 months -25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.25
Underlying price on issue26.75
Premium0.07%
Premium p.a.0.11%
Leverage3.26
Implied volatility0.39

Reference data

ISIN CH1305129491
Symbol LXS2LZ
Security 130512949
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 28.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 05.01.2024

Key figures

Premium 6.72%
Premium p.a. 11.00%
Leverage 6.18
Implied volatility 38.63%
Moneyness in-the-money
Leverage 3.2645
Delta -0.5282
Gamma 0.0026
Theta -0.0002
Rho -0.0053
Vega 0.0039
Fair value 0.09
Intrinsic value n.a.
Break-even 23.86
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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