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ZKB Call Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1338502292 Security: 133850229 Symbol: LISINZ Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 950'000.00

Volume 950'000.00

Date/time (delayed) 21.06.2024 12:28:26

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 950'000.00 950'000.00
Date/time 21.06.24 12:28 21.06.24 12:28

Current data

Last price paid 0.14
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 20.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -10.00%
Year to date (YTD) n.a.
1 month 0.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue10'745.00
Premium0.06%
Premium p.a.0.12%
Leverage8.74
Implied volatility0.20

Reference data

ISIN CH1338502292
Symbol LISINZ
Security 133850229
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 10'800.00
C/P type call
Subscription ratio 5'000.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5000
Value day 15.05.2024

Key figures

Premium 6.45%
Premium p.a. 11.83%
Leverage 15.97
Implied volatility 20.19%
Moneyness out-of-the-money
Leverage 8.7434
Delta 0.5475
Gamma 0.0000
Theta -0.0004
Rho 0.0057
Vega 0.0063
Fair value 0.14
Intrinsic value n.a.
Break-even 11'475.00
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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