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ZKB Put Warrant auf
Eli Lilly & Co

ISIN: CH1305145109 Security: 130514510 Symbol: LLYGFZ Life cycle
Secondary market

Bid Price 0.075

Ask Price 0.085

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 13.06.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 14.03.2024
Key Information Document DE 14.03.2024
Key Information Document EN 14.03.2024
Key Information Document FR 14.03.2024
Key Information Document IT 14.03.2024

Price data

  Bid Ask
Price 0.075 0.085
Volume 725'000.00 375'000.00
Date/time 13.06.24 17:15 13.06.24 17:15

Current data

Last price paid 0.085
Change -5.56% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 13.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date21.03.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -81.40%
Year to date (YTD) n.a.
1 month -71.67%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.43
Underlying price on issue763.48
Premium0.20%
Premium p.a.0.69%
Leverage10.13
Implied volatility0.35

Reference data

ISIN CH1305145109
Symbol LLYGFZ
Security 130514510
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Eli Lilly & Co Rg, US5324571083
Underlying ISIN US5324571083
Strike 710.00
C/P type put
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 14.03.2024

Key figures

Premium 19.90%
Premium p.a. 68.54%
Leverage 97.75
Implied volatility 35.35%
Moneyness out-of-the-money
Leverage 10.1267
Delta -0.1036
Gamma 0.0000
Theta -0.0012
Rho -0.0022
Vega 0.0076
Fair value 0.08
Intrinsic value n.a.
Break-even 701.05
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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