Last price paid | 0.56 | |
Change | -3.45% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 26.06.2024 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 | +20.65% |
Year to date (YTD) | n.a. |
1 month | +86.67% |
3 months | +64.71% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 787.48 |
Premium | 0.07% |
Premium p.a. | 0.27% |
Leverage | 8.24 |
Implied volatility | 0.31 |
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 | 6.72% |
Premium p.a. | 26.66% |
Leverage | 14.58 |
Implied volatility | 31.03% |
Moneyness | in-the-money |
Leverage | 8.2355 |
Delta | 0.5649 |
Gamma | 0.0000 |
Theta | -0.0032 |
Rho | 0.0101 |
Vega | 0.0160 |
Fair value | 0.54 |
Intrinsic value | n.a. |
Break-even | 961.82 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 277.00 |
Swiss Life Hldg | 658.20 |
ABB Ltd | 49.90 |
ROCHE GS | 250.50 |
Alcon AG | 80.42 |
Name | Price |
---|---|
Partners Group Ho... | 1'129.50 |
KUEHNE & NAGEL | 257.70 |
Lonza Group | 484.80 |
SWISSCOM N | 501.00 |
NOVARTIS N | 95.70 |