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 |
Fixing | 21.06.2024 |
Settlement date | 19.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.17 |
Underlying price on issue | 209.45 |
Premium | 0.00% |
Premium p.a. | 0.12% |
Leverage | 12.72 |
Implied volatility | 0.37 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Sika AG | 259.90 |
KUEHNE & NAGEL | 260.30 |
SONOVA HLDG N | 273.40 |
Lonza Group | 486.60 |
NOVARTIS N | 95.89 |
Name | Price |
---|---|
ROCHE GS | 249.60 |
Swiss Re | 111.00 |
Compagnie Financi... | 142.55 |
ZURICH INSURANCE | 479.30 |
Nestlé SA | 92.94 |