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Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.001 0.02
Volume 1'000'000.00 250'000.00
Date/time 21.06.24 12:00 21.06.24 12:00

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.50%
Year to date (YTD) n.a.
1 month -87.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.10
Underlying price on issue258.40
Premium0.05%
Premium p.a.2.43%
Leverage63.90
Implied volatility0.25

Reference data

ISIN CH1305143161
Symbol ALV5PZ
Security 130514316
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 270.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 08.03.2024

Key figures

Premium 4.66%
Premium p.a. 242.97%
Leverage 586.56
Implied volatility 24.65%
Moneyness out-of-the-money
Leverage 63.8996
Delta 0.1089
Gamma 0.0005
Theta -0.0027
Rho 0.0001
Vega 0.0016
Fair value 0.01
Intrinsic value n.a.
Break-even 270.44
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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