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ZKB Call Warrant auf
Allianz SE

ISIN: CH1281050687 Security: 128105068 Symbol: ALV4PZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.25 0.26
Volume 200'000.00 200'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.25
Change +25.00% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +59.38%
Year to date (YTD) +108.33%
1 month +19.05%
3 months +127.27%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue243.33
Premium0.01%
Premium p.a.0.10%
Leverage20.45
Implied volatility0.15

Reference data

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

Key figures

Premium 0.79%
Premium p.a. 10.25%
Leverage 25.78
Implied volatility 15.43%
Moneyness in-the-money
Leverage 20.4466
Delta 0.7932
Gamma 0.0006
Theta -0.0020
Rho 0.0038
Vega 0.0052
Fair value 0.05
Intrinsic value n.a.
Break-even 270.41
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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