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ZKB Call Warrant auf
Allianz SE

ISIN: CH1268366718 Security: 126836671 Symbol: ALVGFZ Life cycle
redeemed

Bid Price 0.20

Ask Price 0.22

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 21.06.2024 12:00:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.20 0.22
Volume 250'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.22
Change -12.00% [ -0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +50.00%
Year to date (YTD) +4.76%
1 month -54.17%
3 months -65.08%
1 year +120.00%
3 years n.a.

Key figures on issue

Issue price0.14
Underlying price on issue208.73
Premium0.00%
Premium p.a.0.10%
Leverage26.18
Implied volatility0.19

Reference data

ISIN CH1268366718
Symbol ALVGFZ
Security 126836671
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 250.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 02.06.2023

Key figures

Premium 0.20%
Premium p.a. 10.25%
Leverage 29.33
Implied volatility 19.15%
Moneyness in-the-money
Leverage 26.1801
Delta 0.8927
Gamma 0.0007
Theta -0.0026
Rho 0.0010
Vega 0.0015
Fair value 0.01
Intrinsic value n.a.
Break-even 258.81
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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