Last price paid | 0.04 | |
Change | -38.46% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 14.06.2024 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 | -84.09% |
Year to date (YTD) | n.a. |
1 month | -87.10% |
3 months | -86.21% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 254.83 |
Premium | 0.02% |
Premium p.a. | 0.62% |
Leverage | 52.35 |
Implied volatility | 0.16 |
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 | 2.40% |
Premium p.a. | 62.44% |
Leverage | 172.48 |
Implied volatility | 15.76% |
Moneyness | out-of-the-money |
Leverage | 52.3548 |
Delta | 0.3035 |
Gamma | 0.0012 |
Theta | -0.0025 |
Rho | 0.0007 |
Vega | 0.0041 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 259.47 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
UBS | 27.35 |
ABB Ltd | 50.48 |
Holcim | 80.98 |
Givaudan | 4'338.00 |
Swiss Life Hldg | 638.00 |
Name | Price |
---|---|
NOVARTIS N | 94.11 |
ROCHE GS | 246.10 |
LOGITECH INT. | 88.28 |
Nestlé SA | 95.22 |
SWISSCOM N | 496.00 |