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ZKB Put Warrant auf
Deutsche Lufthansa AG

ISIN: CH1305129434 Security: 130512943 Symbol: LHARJZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +16.67%
Year to date (YTD) n.a.
1 month -16.67%
3 months +25.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.09
Underlying price on issue7.61
Premium0.05%
Premium p.a.0.08%
Leverage3.42
Implied volatility0.35

Reference data

ISIN CH1305129434
Symbol LHARJZ
Security 130512943
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 7.20
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 05.01.2024

Key figures

Premium 5.19%
Premium p.a. 8.23%
Leverage 6.10
Implied volatility 35.32%
Moneyness in-the-money
Leverage 3.4191
Delta -0.5607
Gamma 0.0220
Theta -0.0001
Rho -0.0029
Vega 0.0020
Fair value 0.03
Intrinsic value n.a.
Break-even 6.14
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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