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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1305135233 Security: 130513523 Symbol: LXSNBZ Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 31.01.2024
Key Information Document DE 31.01.2024
Key Information Document EN 31.01.2024
Key Information Document FR 31.01.2024
Key Information Document IT 31.01.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date07.02.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -28.13%
Year to date (YTD) n.a.
1 month -26.67%
3 months -15.38%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue25.00
Premium0.18%
Premium p.a.0.30%
Leverage5.19
Implied volatility0.38

Reference data

ISIN CH1305135233
Symbol LXSNBZ
Security 130513523
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 28.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 31.01.2024

Key figures

Premium 18.35%
Premium p.a. 30.04%
Leverage 11.04
Implied volatility 37.82%
Moneyness out-of-the-money
Leverage 5.1945
Delta 0.4707
Gamma 0.0027
Theta -0.0004
Rho 0.0029
Vega 0.0039
Fair value 0.12
Intrinsic value n.a.
Break-even 30.32
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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