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ZKB Call Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1281049168 Security: 128104916 Symbol: LISNVZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.04
Change -20.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -73.08%
Year to date (YTD) -55.56%
1 month -11.11%
3 months -66.67%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.13
Underlying price on issue10'730.00
Premium0.04%
Premium p.a.0.58%
Leverage21.98
Implied volatility0.25

Reference data

ISIN CH1281049168
Symbol LISNVZ
Security 128104916
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 10'800.00
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 08.12.2023

Key figures

Premium 4.42%
Premium p.a. 57.67%
Leverage 60.06
Implied volatility 24.93%
Moneyness out-of-the-money
Leverage 21.9770
Delta 0.3659
Gamma 0.0000
Theta -0.0010
Rho 0.0006
Vega 0.0022
Fair value 0.04
Intrinsic value n.a.
Break-even 10'975.00
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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