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ZKB Call Warrant auf
Chocoladefabriken Lindt & Spruengli AG

ISIN: CH1338502409 Security: 133850240 Symbol: LISP5Z Life cycle
Secondary market

Bid Price 0.065

Ask Price 0.075

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.065 0.075
Volume 1'000'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.07
Change -12.50% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 29.05.2024 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 -12.50%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.08
Underlying price on issue10'745.00
Premium0.14%
Premium p.a.0.23%
Leverage9.87
Implied volatility0.22

Reference data

ISIN CH1338502409
Symbol LISP5Z
Security 133850240
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Lindt&Spruengli PS, CH0010570767
Underlying ISIN CH0010570767
Strike 11'600.00
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 13.70%
Premium p.a. 22.73%
Leverage 30.03
Implied volatility 21.72%
Moneyness out-of-the-money
Leverage 9.8684
Delta 0.3286
Gamma 0.0000
Theta -0.0003
Rho 0.0037
Vega 0.0059
Fair value 0.07
Intrinsic value n.a.
Break-even 11'950.00
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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