Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
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. |
Issue price | 0.10 |
Underlying price on issue | 258.40 |
Premium | 0.05% |
Premium p.a. | 2.43% |
Leverage | 63.90 |
Implied volatility | 0.25 |
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 |
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. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
KUEHNE & NAGEL | 262.50 |
LOGITECH INT. | 88.32 |
Lonza Group | 491.20 |
Sika AG | 261.00 |
SONOVA HLDG N | 275.10 |
Name | Price |
---|---|
Compagnie Financi... | 143.15 |
ZURICH INSURANCE | 485.10 |
Swiss Re | 112.75 |
SWISSCOM N | 507.00 |
Holcim | 78.50 |