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ZKB Put Warrant auf
Eli Lilly & Co

ISIN: CH1305143526 Security: 130514352 Symbol: LLY6GZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -90.48%
Year to date (YTD) n.a.
1 month -77.27%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.21
Underlying price on issue787.48
Premium0.15%
Premium p.a.1.89%
Leverage21.61
Implied volatility0.38

Reference data

ISIN CH1305143526
Symbol LLY6GZ
Security 130514352
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Eli Lilly & Co Rg, US5324571083
Underlying ISIN US5324571083
Strike 700.00
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 14.52%
Premium p.a. 189.33%
Leverage 368.61
Implied volatility 37.62%
Moneyness out-of-the-money
Leverage 21.6147
Delta -0.0586
Gamma 0.0000
Theta -0.0015
Rho -0.0003
Vega 0.0024
Fair value 0.02
Intrinsic value n.a.
Break-even 697.79
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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