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ZKB Put Warrant auf
Eli Lilly & Co

ISIN: CH1305143708 Security: 130514370 Symbol: LLYNSZ Life cycle
Secondary market

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.06.2024 09:36:30

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 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 17.06.24 09:36 17.06.24 09:36

Current data

Last price paid 0.40
Change -4.76% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 17:20

Life cycle

Fixing17.01.2025
Settlement date15.03.2024
Last trading17.01.2025
Final fixing17.01.2025
Currency redemptionCHF

Performance

Perf. since issue -58.42%
Year to date (YTD) n.a.
1 month -55.06%
3 months -58.33%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.95
Underlying price on issue787.44
Premium0.14%
Premium p.a.0.23%
Leverage5.52
Implied volatility0.33

Reference data

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

Key figures

Premium 13.97%
Premium p.a. 22.77%
Leverage 19.83
Implied volatility 32.91%
Moneyness out-of-the-money
Leverage 5.5201
Delta -0.2784
Gamma 0.0000
Theta -0.0012
Rho -0.0123
Vega 0.0205
Fair value 0.40
Intrinsic value n.a.
Break-even 755.70
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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