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ZKB Put Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1268390825 Security: 126839082 Symbol: LISNTZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 17:15 21.06.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -61.54%
Year to date (YTD) -63.33%
1 month -21.43%
3 months -35.29%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue10'370.00
Premium0.10%
Premium p.a.0.37%
Leverage10.95
Implied volatility0.27

Reference data

ISIN CH1268390825
Symbol LISNTZ
Security 126839082
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 10'000.00
C/P type put
Subscription ratio 5'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5000
Value day 19.09.2023

Key figures

Premium 10.06%
Premium p.a. 37.45%
Leverage 43.36
Implied volatility 27.38%
Moneyness out-of-the-money
Leverage 10.9548
Delta -0.2526
Gamma 0.0000
Theta -0.0005
Rho -0.0016
Vega 0.0036
Fair value 0.05
Intrinsic value n.a.
Break-even 9'750.00
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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