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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1268384331 Security: 126838433 Symbol: LON6WZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 16.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.08.2023
Key Information Document DE 22.08.2023
Key Information Document EN 22.08.2023
Key Information Document FR 22.08.2023
Key Information Document IT 22.08.2023

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date29.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -92.50%
Year to date (YTD) -96.72%
1 month n.a.
3 months -83.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue468.60
Premium0.24%
Premium p.a.2.07%
Leverage14.02
Implied volatility0.49

Reference data

ISIN CH1268384331
Symbol LON6WZ
Security 126838433
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 400.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 22.08.2023

Key figures

Premium 24.44%
Premium p.a. 207.46%
Leverage 351.60
Implied volatility 48.53%
Moneyness out-of-the-money
Leverage 14.0225
Delta -0.0399
Gamma 0.0000
Theta -0.0009
Rho -0.0003
Vega 0.0016
Fair value 0.02
Intrinsic value n.a.
Break-even 398.50
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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