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ZKB Call Warrant auf
Deutsche Lufthansa AG

ISIN: CH1268369563 Security: 126836956 Symbol: LHAZ0Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 250'000.00 250'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume 70'000.00 Unit
Date/time 02.11.2023 17:15

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.00%
Year to date (YTD) n.a.
1 month n.a.
3 months -75.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue9.28
Premium0.83%
Premium p.a.7.98%
Leverage7.44
Implied volatility1.09

Reference data

ISIN CH1268369563
Symbol LHAZ0Z
Security 126836956
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 11.80
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 12.06.2023

Key figures

Premium 83.13%
Premium p.a. 798.45%
Leverage 116.40
Implied volatility 108.83%
Moneyness out-of-the-money
Leverage 7.4436
Delta 0.0639
Gamma 0.0056
Theta -0.0004
Rho 0.0000
Vega 0.0003
Fair value 0.01
Intrinsic value n.a.
Break-even 11.86
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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