Inhaltsseite: Home

ZKB Call Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1268381782 Security: 126838178 Symbol: LISV6Z Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

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 09.08.2023
Key Information Document DE 09.08.2023
Key Information Document EN 09.08.2023
Key Information Document FR 09.08.2023
Key Information Document IT 09.08.2023

Price data

  Bid Ask
Price 0.025 0.035
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 0.035
Change -12.50% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 08.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date16.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -76.92%
Year to date (YTD) -50.00%
1 month -12.50%
3 months -76.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue10'620.00
Premium0.07%
Premium p.a.0.58%
Leverage20.36
Implied volatility0.24

Reference data

ISIN CH1268381782
Symbol LISV6Z
Security 126838178
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 11'200.00
C/P type call
Subscription ratio 5'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5000
Value day 09.08.2023

Key figures

Premium 6.67%
Premium p.a. 57.99%
Leverage 70.93
Implied volatility 24.22%
Moneyness out-of-the-money
Leverage 20.3604
Delta 0.2870
Gamma 0.0000
Theta -0.0007
Rho 0.0007
Vega 0.0025
Fair value 0.03
Intrinsic value n.a.
Break-even 11'350.00
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading