Last price paid | 0.02 | |
Change | -33.33% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 21.06.2024 12:05 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.44% |
Year to date (YTD) | -83.33% |
1 month | -92.59% |
3 months | -95.24% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 243.33 |
Premium | 0.01% |
Premium p.a. | 0.43% |
Leverage | 180.47 |
Implied volatility | 0.07 |
ISIN | CH1281050687 |
Symbol | ALV4PZ |
Security | 128105068 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 260.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 08.12.2023 |
Premium | 0.83% |
Premium p.a. | 43.21% |
Leverage | 586.53 |
Implied volatility | 7.17% |
Moneyness | out-of-the-money |
Leverage | 180.4698 |
Delta | 0.3077 |
Gamma | 0.0032 |
Theta | -0.0017 |
Rho | 0.0003 |
Vega | 0.0029 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 260.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.30 |
Lonza Group | 493.30 |
SONOVA HLDG N | 274.90 |
Sika AG | 260.30 |
NOVARTIS N | 96.71 |
Name | Price |
---|---|
Compagnie Financi... | 143.20 |
ZURICH INSURANCE | 483.00 |
Swiss Re | 112.00 |
SWISSCOM N | 503.50 |
ROCHE GS | 252.90 |