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 |
Fixing | 20.06.2025 |
Settlement date | 04.06.2024 |
Last trading | 20.06.2025 |
Final fixing | 20.06.2025 |
Currency redemption | CHF |
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. |
Issue price | 0.42 |
Underlying price on issue | 813.35 |
Premium | 0.29% |
Premium p.a. | 0.29% |
Leverage | 5.17 |
Implied volatility | 0.33 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
SONOVA HLDG N | 274.80 |
Sika AG | 260.00 |
KUEHNE & NAGEL | 260.40 |
Lonza Group | 486.30 |
GEBERIT N | 541.00 |
Name | Price |
---|---|
Compagnie Financi... | 142.15 |
ROCHE GS | 249.60 |
Nestlé SA | 92.90 |
ZURICH INSURANCE | 480.20 |
Swiss Re | 111.50 |