Inhaltsseite: Home

ZKB Put Warrant auf
Eli Lilly & Co

ISIN: CH1305143583 Security: 130514358 Symbol: LLYIGZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 09:15:40

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 09:15 14.06.24 09:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 12.06.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.00%
Year to date (YTD) n.a.
1 month -92.19%
3 months -95.90%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.50
Underlying price on issue787.48
Premium0.12%
Premium p.a.3.12%
Leverage25.89
Implied volatility0.44

Reference data

ISIN CH1305143583
Symbol LLYIGZ
Security 130514358
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Eli Lilly & Co Rg, US5324571083
Underlying ISIN US5324571083
Strike 780.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 08.03.2024

Key figures

Premium 11.95%
Premium p.a. 311.58%
Leverage 394.76
Implied volatility 43.95%
Moneyness out-of-the-money
Leverage 25.8944
Delta -0.0656
Gamma 0.0000
Theta -0.0029
Rho -0.0002
Vega 0.0020
Fair value 0.02
Intrinsic value n.a.
Break-even 777.76
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading