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 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.14 |
Underlying price on issue | 208.73 |
Premium | 0.00% |
Premium p.a. | 0.10% |
Leverage | 26.18 |
Implied volatility | 0.19 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 259.70 |
Sika AG | 258.60 |
Lonza Group | 484.80 |
NOVARTIS N | 95.95 |
SONOVA HLDG N | 271.40 |
Name | Price |
---|---|
Compagnie Financi... | 141.75 |
ROCHE GS | 249.90 |
Partners Group Ho... | 1'137.00 |
UBS | 26.17 |
Swiss Re | 111.05 |