Last price paid | 0.58 | |
Change | +7.41% [ +0.04 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 05.07.2024 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 | +27.17% |
Year to date (YTD) | n.a. |
1 month | +70.59% |
3 months | +75.76% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.46 |
Underlying price on issue | 787.48 |
Premium | 0.06% |
Premium p.a. | 0.25% |
Leverage | 8.36 |
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 | 5.68% |
Premium p.a. | 24.67% |
Leverage | 14.01 |
Implied volatility | 30.73% |
Moneyness | in-the-money |
Leverage | 8.3570 |
Delta | 0.5964 |
Gamma | 0.0000 |
Theta | -0.0033 |
Rho | 0.0099 |
Vega | 0.0152 |
Fair value | 0.47 |
Intrinsic value | n.a. |
Break-even | 965.18 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |