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ZKB Call Warrant auf
Deutsche Lufthansa AG

ISIN: CH1305137817 Security: 130513781 Symbol: LHAR5Z Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 350'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 16.02.2024
Key Information Document DE 16.02.2024
Key Information Document EN 16.02.2024
Key Information Document FR 16.02.2024
Key Information Document IT 16.02.2024

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 350'000.00
Date/time 21.05.24 17:15 21.05.24 17:15

Current data

Last price paid 0.01
Change 0.00% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume 200'000.00 Unit
Date/time 22.04.2024 17:15

Life cycle

Fixing21.06.2024
Settlement date23.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.83%
Year to date (YTD) n.a.
1 month -33.33%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.06
Underlying price on issue7.50
Premium0.18%
Premium p.a.1.75%
Leverage15.72
Implied volatility0.41

Reference data

ISIN CH1305137817
Symbol LHAR5Z
Security 130513781
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Dt Lufthansa N, DE0008232125
Underlying ISIN DE0008232125
Strike 7.60
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 10
Value day 16.02.2024

Key figures

Premium 18.25%
Premium p.a. 175.31%
Leverage 116.41
Implied volatility 41.40%
Moneyness out-of-the-money
Leverage 15.7178
Delta 0.1350
Gamma 0.0254
Theta -0.0003
Rho 0.0001
Vega 0.0004
Fair value 0.01
Intrinsic value n.a.
Break-even 7.66
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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