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ZKB Call Warrant auf
LANXESS AG

ISIN: CH1268374100 Security: 126837410 Symbol: LXSX4Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 20.06.2023
Key Information Document DE 20.06.2023
Key Information Document EN 20.06.2023
Key Information Document FR 20.06.2023
Key Information Document IT 20.06.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date27.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -88.89%
Year to date (YTD) -80.00%
1 month n.a.
3 months -60.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue26.28
Premium0.37%
Premium p.a.4.40%
Leverage11.15
Implied volatility0.73

Reference data

ISIN CH1268374100
Symbol LXSX4Z
Security 126837410
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying LANXESS I, DE0005470405
Underlying ISIN DE0005470405
Strike 35.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 20
Value day 20.06.2023

Key figures

Premium 37.40%
Premium p.a. 440.36%
Leverage 126.90
Implied volatility 72.55%
Moneyness out-of-the-money
Leverage 11.1491
Delta 0.0879
Gamma 0.0015
Theta -0.0007
Rho 0.0001
Vega 0.0006
Fair value 0.01
Intrinsic value n.a.
Break-even 35.20
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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