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ZKB Call Warrant auf
Deutsche Lufthansa AG

ISIN: CH1281035837 Security: 128103583 Symbol: LHAK3Z 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) 21.05.2024 01:06:49

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.10.2023
Key Information Document DE 19.10.2023
Key Information Document EN 19.10.2023
Key Information Document FR 19.10.2023
Key Information Document IT 19.10.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 21.05.24 13:06 21.05.24 13:03

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.10.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -80.00%
Year to date (YTD) -81.25%
1 month -25.00%
3 months -70.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.05
Underlying price on issue6.83
Premium0.24%
Premium p.a.2.31%
Leverage10.85
Implied volatility0.58

Reference data

ISIN CH1281035837
Symbol LHAK3Z
Security 128103583
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 8.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 19.10.2023

Key figures

Premium 24.02%
Premium p.a. 230.75%
Leverage 64.55
Implied volatility 58.31%
Moneyness out-of-the-money
Leverage 10.8487
Delta 0.1681
Gamma 0.0207
Theta -0.0004
Rho 0.0001
Vega 0.0005
Fair value 0.01
Intrinsic value n.a.
Break-even 8.10
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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