Last price paid | 0.04 | |
Change | -33.33% [ -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 | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -86.36% |
Year to date (YTD) | n.a. |
1 month | -87.10% |
3 months | -91.30% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 254.83 |
Premium | 0.00% |
Premium p.a. | 0.19% |
Leverage | 116.05 |
Implied volatility | 0.07 |
ISIN | CH1305139292 |
Symbol | ALVFNZ |
Security | 130513929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 258.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 22.02.2024 |
Premium | 0.37% |
Premium p.a. | 19.34% |
Leverage | 205.29 |
Implied volatility | 7.02% |
Moneyness | in-the-money |
Leverage | 116.0534 |
Delta | 0.5653 |
Gamma | 0.0038 |
Theta | -0.0021 |
Rho | 0.0007 |
Vega | 0.0033 |
Fair value | 0.02 |
Intrinsic value | n.a. |
Break-even | 259.26 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 264.00 |
Lonza Group | 491.50 |
Sika AG | 261.00 |
SONOVA HLDG N | 275.40 |
NOVARTIS N | 96.78 |
Name | Price |
---|---|
Compagnie Financi... | 143.65 |
ZURICH INSURANCE | 483.40 |
SWISSCOM N | 505.00 |
Swiss Re | 112.35 |
ROCHE GS | 253.20 |