Last price paid | 0.03 | |
Change | -33.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 17:20 |
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 | -84.38% |
Year to date (YTD) | -75.00% |
1 month | -88.89% |
3 months | -88.46% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 243.33 |
Premium | 0.03% |
Premium p.a. | 0.77% |
Leverage | 56.61 |
Implied volatility | 0.16 |
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 | 2.94% |
Premium p.a. | 76.59% |
Leverage | 241.56 |
Implied volatility | 15.98% |
Moneyness | out-of-the-money |
Leverage | 56.6067 |
Delta | 0.2343 |
Gamma | 0.0010 |
Theta | -0.0022 |
Rho | 0.0005 |
Vega | 0.0036 |
Fair value | 0.03 |
Intrinsic value | n.a. |
Break-even | 261.05 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.36 |
Holcim | 80.90 |
ABB Ltd | 50.42 |
Givaudan | 4'339.00 |
Swiss Life Hldg | 637.60 |
Name | Price |
---|---|
NOVARTIS N | 94.00 |
ROCHE GS | 246.30 |
Nestlé SA | 95.14 |
LOGITECH INT. | 88.28 |
SWISSCOM N | 496.00 |