Last price paid | 0.24 | |
Change | -20.00% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 15.05.2024 17:20 |
Fixing | 20.09.2024 |
Settlement date | 21.03.2024 |
Last trading | 20.09.2024 |
Final fixing | 20.09.2024 |
Currency redemption | CHF |
Perf. since issue | -43.02% |
Year to date (YTD) | n.a. |
1 month | -38.46% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.43 |
Underlying price on issue | 763.48 |
Premium | 0.12% |
Premium p.a. | 0.33% |
Leverage | 7.60 |
Implied volatility | 0.32 |
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 |
Premium | 11.95% |
Premium p.a. | 32.56% |
Leverage | 28.64 |
Implied volatility | 32.38% |
Moneyness | out-of-the-money |
Leverage | 7.5993 |
Delta | -0.2654 |
Gamma | 0.0000 |
Theta | -0.0014 |
Rho | -0.0063 |
Vega | 0.0139 |
Fair value | 0.25 |
Intrinsic value | n.a. |
Break-even | 682.91 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 107.65 |
ZURICH INSURANCE | 469.10 |
ROCHE GS | 234.80 |
LOGITECH INT. | 81.60 |
Swiss Life Hldg | 662.60 |
Name | Price |
---|---|
Holcim | 78.44 |
ABB Ltd | 47.65 |
UBS | 27.42 |
Lonza Group | 527.40 |
NOVARTIS N | 92.62 |