Last price paid | 0.30 | |
Change | +25.00% [ +0.06 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 31.05.2024 17:20 |
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 | +38.64% |
Year to date (YTD) | n.a. |
1 month | +20.00% |
3 months | +130.77% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 254.83 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 17.45 |
Implied volatility | 0.18 |
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 | 0.80% |
Premium p.a. | 10.44% |
Leverage | 21.55 |
Implied volatility | 17.69% |
Moneyness | in-the-money |
Leverage | 17.4527 |
Delta | 0.8098 |
Gamma | 0.0005 |
Theta | -0.0021 |
Rho | 0.0039 |
Vega | 0.0049 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 270.45 |
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 |