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ZKB Call Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1268375172 Security: 126837517 Symbol: LISM8Z Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.06.2023
Key Information Document DE 21.06.2023
Key Information Document EN 21.06.2023
Key Information Document FR 21.06.2023
Key Information Document IT 21.06.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.83%
Year to date (YTD) -72.22%
1 month -54.55%
3 months -86.11%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.63
Underlying price on issue11'045.00
Premium0.13%
Premium p.a.1.13%
Leverage32.30
Implied volatility0.22

Reference data

ISIN CH1268375172
Symbol LISM8Z
Security 126837517
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 12'000.00
C/P type call
Subscription ratio 1'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 1000
Value day 21.06.2023

Key figures

Premium 12.97%
Premium p.a. 112.71%
Leverage 532.00
Implied volatility 21.99%
Moneyness out-of-the-money
Leverage 32.2950
Delta 0.0607
Gamma 0.0000
Theta -0.0011
Rho 0.0007
Vega 0.0043
Fair value 0.02
Intrinsic value n.a.
Break-even 12'020.00
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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