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

ISIN: CH1338507770 Security: 133850777 Symbol: LLYC4Z Life cycle
Secondary market

Bid Price 1.30

Ask Price 1.31

Currency CHF

Exchange SIX Structured Products

Volume 50'000.00

Volume 50'000.00

Date/time (delayed) 05.07.2024 05:15:01

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 1.30 1.31
Volume 50'000.00 50'000.00
Date/time 05.07.24 17:15 05.07.24 17:15

Current data

Last price paid 1.30
Change +5.69% [ +0.07 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 05.07.2024 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 +33.16%
Year to date (YTD) n.a.
1 month +39.78%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.98
Underlying price on issue813.35
Premium0.15%
Premium p.a.0.15%
Leverage3.96
Implied volatility0.34

Reference data

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

Key figures

Premium 14.80%
Premium p.a. 15.13%
Leverage 6.26
Implied volatility 33.95%
Moneyness in-the-money
Leverage 3.9577
Delta 0.6319
Gamma 0.0000
Theta -0.0019
Rho 0.0378
Vega 0.0302
Fair value 1.21
Intrinsic value n.a.
Break-even 1'045.39
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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