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 |
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 | +33.16% |
Year to date (YTD) | n.a. |
1 month | +39.78% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.98 |
Underlying price on issue | 813.35 |
Premium | 0.15% |
Premium p.a. | 0.15% |
Leverage | 3.96 |
Implied volatility | 0.34 |
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 | 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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'217.00 |
Lonza Group | 502.20 |
Swiss Life Hldg | 659.40 |
ROCHE GS | 243.30 |
SWISSCOM N | 511.50 |
Name | Price |
---|---|
SONOVA HLDG N | 275.80 |
ABB Ltd | 49.73 |
LOGITECH INT. | 84.60 |
Givaudan | 4'257.00 |
KUEHNE & NAGEL | 264.10 |