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ZKB Put Warrant auf
Lonza Group AG

ISIN: CH1305148632 Security: 130514863 Symbol: LONHMZ Life cycle
Secondary market

Bid Price 0.61

Ask Price 0.62

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 14.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 25.03.2024
Key Information Document DE 25.03.2024
Key Information Document EN 25.03.2024
Key Information Document FR 25.03.2024
Key Information Document IT 25.03.2024

Price data

  Bid Ask
Price 0.61 0.62
Volume 100'000.00 100'000.00
Date/time 14.05.24 17:15 14.05.24 17:15

Current data

Last price paid 0.61
Change +7.02% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date03.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +11.82%
Year to date (YTD) n.a.
1 month +12.96%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.55
Underlying price on issue527.20
Premium0.07%
Premium p.a.0.11%
Leverage4.20
Implied volatility0.31

Reference data

ISIN CH1305148632
Symbol LONHMZ
Security 130514863
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lonza Grp N, CH0013841017
Underlying ISIN CH0013841017
Strike 530.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 100
Value day 25.03.2024

Key figures

Premium 7.15%
Premium p.a. 11.02%
Leverage 8.20
Implied volatility 30.89%
Moneyness in-the-money
Leverage 4.2028
Delta -0.5122
Gamma 0.0000
Theta -0.0009
Rho -0.0208
Vega 0.0162
Fair value 0.36
Intrinsic value n.a.
Break-even 468.50
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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