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ZKB Call Warrant auf
Allreal Holding AG

ISIN: CH1305146222 Security: 130514622 Symbol: ALL50Z Life cycle
Secondary market

Bid Price 0.36

Ask Price 0.37

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.36 0.37
Volume 150'000.00 150'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.36
Change +2.86% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +21.67%
Year to date (YTD) n.a.
1 month +12.50%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue152.60
Premium0.09%
Premium p.a.0.10%
Leverage9.70
Implied volatility0.16

Reference data

ISIN CH1305146222
Symbol ALL50Z
Security 130514622
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Allreal Hldg N, CH0008837566
Underlying ISIN CH0008837566
Strike 160.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.03.2024

Key figures

Premium 8.78%
Premium p.a. 10.17%
Leverage 21.07
Implied volatility 15.87%
Moneyness out-of-the-money
Leverage 9.6966
Delta 0.4602
Gamma 0.0009
Theta -0.0009
Rho 0.0274
Vega 0.0284
Fair value 0.37
Intrinsic value n.a.
Break-even 167.30
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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