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ZKB Call Warrant auf
Allianz SE

ISIN: CH1305143161 Security: 130514316 Symbol: ALV5PZ Life cycle
Secondary market

Bid Price 0.004

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 14.06.2024 01:39:00

Sell Buy 

Product Download

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 0.004 0.015
Volume 1'000'000.00 250'000.00
Date/time 14.06.24 13:39 14.06.24 13:13

Current data

Last price paid 0.015
Change -50.00% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.06.2024 17:20

Life cycle

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

Performance

Perf. since issue -90.50%
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
Premium0.06%
Premium p.a.1.59%
Leverage56.11
Implied volatility0.21

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 6.08%
Premium p.a. 158.52%
Leverage 640.24
Implied volatility 20.65%
Moneyness out-of-the-money
Leverage 56.1055
Delta 0.0876
Gamma 0.0004
Theta -0.0014
Rho 0.0002
Vega 0.0019
Fair value 0.01
Intrinsic value n.a.
Break-even 270.40
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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