Inhaltsseite: Home

ZKB Call Warrant auf
Allianz SE

ISIN: CH1305139292 Security: 130513929 Symbol: ALVFNZ Life cycle
Secondary market

Bid Price 0.025

Ask Price 0.035

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.06.2024 01:07:40

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.02.2024
Key Information Document DE 22.02.2024
Key Information Document EN 22.02.2024
Key Information Document FR 22.02.2024
Key Information Document IT 22.02.2024

Price data

  Bid Ask
Price 0.025 0.035
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 13:07 17.06.24 13:04

Current data

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

Life cycle

Fixing21.06.2024
Settlement date29.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.36%
Year to date (YTD) n.a.
1 month -87.10%
3 months -86.21%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue254.83
Premium0.02%
Premium p.a.0.66%
Leverage62.12
Implied volatility0.15

Reference data

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

Key figures

Premium 1.99%
Premium p.a. 66.00%
Leverage 202.40
Implied volatility 14.97%
Moneyness out-of-the-money
Leverage 62.1214
Delta 0.3069
Gamma 0.0014
Theta -0.0027
Rho 0.0005
Vega 0.0037
Fair value 0.03
Intrinsic value n.a.
Break-even 259.26
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading