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ZKB Call Warrant auf
Allianz SE

ISIN: CH1268369100 Security: 126836910 Symbol: ALVN3Z Life cycle
redeemed

Bid Price 0.44

Ask Price 0.46

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.44 0.46
Volume 125'000.00 125'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Current data

Last price paid 0.46
Change -4.17% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 21.06.2024 12:05

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +164.71%
Year to date (YTD) +43.75%
1 month -35.21%
3 months -45.88%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue209.45
Premium0.00%
Premium p.a.0.12%
Leverage12.72
Implied volatility0.37

Reference data

ISIN CH1268369100
Symbol ALVN3Z
Security 126836910
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 240.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 12.06.2023

Key figures

Premium 0.22%
Premium p.a. 11.58%
Leverage 13.69
Implied volatility 36.74%
Moneyness in-the-money
Leverage 12.7236
Delta 0.9297
Gamma 0.0003
Theta -0.0034
Rho 0.0010
Vega 0.0011
Fair value 0.01
Intrinsic value n.a.
Break-even 258.87
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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