Last price paid | 0.74 | |
Change | +7.25% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
Fixing | 20.12.2024 |
Settlement date | 15.12.2023 |
Last trading | 20.12.2024 |
Final fixing | 20.12.2024 |
Currency redemption | CHF |
Perf. since issue | +86.25% |
Year to date (YTD) | +124.24% |
1 month | +29.82% |
3 months | +100.00% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.40 |
Underlying price on issue | 243.33 |
Premium | 0.05% |
Premium p.a. | 0.08% |
Leverage | 6.56 |
Implied volatility | 0.20 |
ISIN | CH1281050711 |
Symbol | ALVC4Z |
Security | 128105071 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 06.01.2025 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 250.00 |
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 | 4.75% |
Premium p.a. | 7.88% |
Leverage | 8.80 |
Implied volatility | 20.30% |
Moneyness | in-the-money |
Leverage | 6.5583 |
Delta | 0.7451 |
Gamma | 0.0002 |
Theta | -0.0012 |
Rho | 0.0250 |
Vega | 0.0163 |
Fair value | 0.31 |
Intrinsic value | n.a. |
Break-even | 280.41 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Swiss Re | 114.70 |
NOVARTIS N | 93.17 |
KUEHNE & NAGEL | 255.50 |
SWISSCOM N | 498.20 |
Nestlé SA | 95.56 |
Name | Price |
---|---|
Sika AG | 272.90 |
GEBERIT N | 550.40 |
Holcim | 78.78 |
Lonza Group | 486.40 |
Partners Group Ho... | 1'206.00 |