Last price paid | 0.19 | |
Change | -24.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.07.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 15.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -59.78% |
Year to date (YTD) | n.a. |
1 month | -66.07% |
3 months | +5.56% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 787.48 |
Premium | 0.13% |
Premium p.a. | 0.75% |
Leverage | 11.48 |
Implied volatility | 0.36 |
ISIN | CH1305143419 |
Symbol | LLYAIZ |
Security | 130514341 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.09.2024 |
Underlying | Eli Lilly & Co Rg, US5324571083 |
Underlying ISIN | US5324571083 |
Strike | 900.00 |
C/P type | call |
Subscription ratio | 100.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 100 |
Value day | 08.03.2024 |
Premium | 12.95% |
Premium p.a. | 75.02% |
Leverage | 38.90 |
Implied volatility | 35.85% |
Moneyness | out-of-the-money |
Leverage | 11.4783 |
Delta | 0.2951 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0033 |
Vega | 0.0103 |
Fair value | 0.19 |
Intrinsic value | n.a. |
Break-even | 920.96 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 581.00 |
ROCHE GS | 286.00 |
Compagnie Financi... | 134.90 |
ABB Ltd | 48.22 |
LOGITECH INT. | 78.84 |
Name | Price |
---|---|
Nestlé SA | 87.92 |
KUEHNE & NAGEL | 267.70 |
SWISSCOM N | 535.00 |
Givaudan | 4'196.00 |
Holcim | 83.64 |