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ZKB Call Warrant auf 2024-20.06.2025 Eli Lilly & Co
Eli Lilly & Co

ISIN: CH1338507572 Security: 133850757 Symbol: LLYBYZ Life cycle
Secondary market

Bid Price 0.59

Ask Price 0.60

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 28.05.2024
Key Information Document DE 28.05.2024
Key Information Document EN 28.05.2024
Key Information Document FR 28.05.2024
Key Information Document IT 28.05.2024

Price data

  Bid Ask
Price 0.59 0.60
Volume 100'000.00 100'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.60
Change -1.64% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date04.06.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue +41.67%
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 price0.42
Underlying price on issue813.35
Premium0.29%
Premium p.a.0.29%
Leverage5.17
Implied volatility0.33

Reference data

ISIN CH1338507572
Symbol LLYBYZ
Security 133850757
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Eli Lilly & Co Rg, US5324571083
Underlying ISIN US5324571083
Strike 1'100.00
C/P type call
Subscription ratio 100.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 100
Value day 28.05.2024

Key figures

Premium 29.33%
Premium p.a. 29.24%
Leverage 13.60
Implied volatility 32.97%
Moneyness out-of-the-money
Leverage 5.1675
Delta 0.3801
Gamma 0.0000
Theta -0.0017
Rho 0.0249
Vega 0.0307
Fair value 0.60
Intrinsic value n.a.
Break-even 1'166.33
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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