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ZKB Put Warrant auf
Chocoladefabriken Lindt & Spruengli AG

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

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

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

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 0.065 0.075
Volume 1'000'000.00 500'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.07
Change -6.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 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 -46.15%
Year to date (YTD) -53.33%
1 month n.a.
3 months -12.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue10'370.00
Premium0.09%
Premium p.a.0.26%
Leverage9.25
Implied volatility0.26

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 9.30%
Premium p.a. 25.53%
Leverage 30.40
Implied volatility 25.80%
Moneyness out-of-the-money
Leverage 9.2544
Delta -0.3044
Gamma 0.0000
Theta -0.0004
Rho -0.0026
Vega 0.0045
Fair value 0.07
Intrinsic value n.a.
Break-even 9'650.00
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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