Last price paid | 1.33 | |
Change | -4.32% [ -0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 04.09.2024 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 | +35.20% |
Year to date (YTD) | n.a. |
1 month | +84.72% |
3 months | +43.01% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.98 |
Underlying price on issue | 813.35 |
Premium | 0.11% |
Premium p.a. | 0.13% |
Leverage | 4.12 |
Implied volatility | 0.33 |
ISIN | CH1338507770 |
Symbol | LLYC4Z |
Security | 133850777 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 27.06.2025 |
Underlying | Eli Lilly & Co Rg, US5324571083 |
Underlying ISIN | US5324571083 |
Strike | 900.00 |
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 | 10.78% |
Premium p.a. | 13.30% |
Leverage | 6.10 |
Implied volatility | 33.38% |
Moneyness | in-the-money |
Leverage | 4.1240 |
Delta | 0.6757 |
Gamma | 0.0000 |
Theta | -0.0020 |
Rho | 0.0336 |
Vega | 0.0260 |
Fair value | 0.87 |
Intrinsic value | n.a. |
Break-even | 1'056.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Givaudan | 4'458.00 |
SWISSCOM N | 545.00 |
ZURICH INSURANCE | 496.20 |
SONOVA HLDG N | 297.60 |
KUEHNE & NAGEL | 260.10 |
Name | Price |
---|---|
Compagnie Financi... | 125.00 |
LOGITECH INT. | 73.12 |
ABB Ltd | 47.23 |
Nestlé SA | 89.64 |
GEBERIT N | 530.80 |