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ZKB Call Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1268390809 Security: 126839080 Symbol: LIS73Z 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) 18.06.2024 09:17:29

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 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 18.06.24 09:17 18.06.24 09:17

Current data

Last price paid 0.03
Change -14.29% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 11.06.2024 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 -57.14%
Year to date (YTD) -50.00%
1 month -25.00%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.07
Underlying price on issue10'370.00
Premium0.13%
Premium p.a.0.49%
Leverage14.94
Implied volatility0.24

Reference data

ISIN CH1268390809
Symbol LIS73Z
Security 126839080
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 12'000.00
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 19.09.2023

Key figures

Premium 13.45%
Premium p.a. 48.59%
Leverage 71.40
Implied volatility 23.90%
Moneyness out-of-the-money
Leverage 14.9424
Delta 0.2093
Gamma 0.0000
Theta -0.0004
Rho 0.0012
Vega 0.0032
Fair value 0.03
Intrinsic value n.a.
Break-even 12'150.00
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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