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Eli Lilly & Co

ISIN: CH1305143419 Security: 130514341 Symbol: LLYAIZ Life cycle
Secondary market

Bid Price 0.29

Ask Price 0.30

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.29 0.30
Volume 175'000.00 175'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.30
Change +3.45% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date15.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -35.87%
Year to date (YTD) n.a.
1 month +30.43%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.46
Underlying price on issue787.48
Premium0.14%
Premium p.a.0.44%
Leverage8.92
Implied volatility0.32

Reference data

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

Key figures

Premium 14.41%
Premium p.a. 44.19%
Leverage 24.97
Implied volatility 31.85%
Moneyness out-of-the-money
Leverage 8.9232
Delta 0.3574
Gamma 0.0000
Theta -0.0024
Rho 0.0076
Vega 0.0157
Fair value 0.30
Intrinsic value n.a.
Break-even 932.65
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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