Last price paid | 0.26 | |
Change | +4.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 16.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -47.00% |
Year to date (YTD) | n.a. |
1 month | -54.39% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.50 |
Underlying price on issue | 787.48 |
Premium | 0.03% |
Premium p.a. | 0.23% |
Leverage | 13.34 |
Implied volatility | 0.26 |
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 |
Premium | 2.68% |
Premium p.a. | 23.33% |
Leverage | 26.48 |
Implied volatility | 26.05% |
Moneyness | in-the-money |
Leverage | 13.3439 |
Delta | -0.5040 |
Gamma | 0.0001 |
Theta | -0.0024 |
Rho | -0.0044 |
Vega | 0.0095 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 750.86 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.80 |
LOGITECH INT. | 83.26 |
Swiss Re | 109.65 |
Givaudan | 4'152.00 |
NOVARTIS N | 93.45 |
Name | Price |
---|---|
SONOVA HLDG N | 292.50 |
Alcon AG | 80.08 |
Partners Group Ho... | 1'265.50 |
ABB Ltd | 47.31 |
GEBERIT N | 562.20 |