Last price paid | 0.33 | |
Change | -8.33% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 25.06.2024 17:20 |
Fixing | 17.01.2025 |
Settlement date | 15.03.2024 |
Last trading | 17.01.2025 |
Final fixing | 17.01.2025 |
Currency redemption | CHF |
Perf. since issue | -65.79% |
Year to date (YTD) | n.a. |
1 month | -50.00% |
3 months | -62.92% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.95 |
Underlying price on issue | 787.44 |
Premium | 0.16% |
Premium p.a. | 0.26% |
Leverage | 5.96 |
Implied volatility | 0.33 |
ISIN | CH1305143708 |
Symbol | LLYNSZ |
Security | 130514370 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.01.2025 |
Underlying | Eli Lilly & Co Rg, US5324571083 |
Underlying ISIN | US5324571083 |
Strike | 800.00 |
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 | 15.57% |
Premium p.a. | 26.44% |
Leverage | 24.94 |
Implied volatility | 32.88% |
Moneyness | out-of-the-money |
Leverage | 5.9559 |
Delta | -0.2388 |
Gamma | 0.0000 |
Theta | -0.0012 |
Rho | -0.0105 |
Vega | 0.0192 |
Fair value | 0.33 |
Intrinsic value | n.a. |
Break-even | 763.73 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 263.70 |
Lonza Group | 492.00 |
Sika AG | 261.00 |
SONOVA HLDG N | 274.50 |
NOVARTIS N | 96.66 |
Name | Price |
---|---|
Compagnie Financi... | 143.00 |
SWISSCOM N | 503.00 |
ZURICH INSURANCE | 483.20 |
Swiss Re | 112.00 |
Partners Group Ho... | 1'149.00 |