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ZKB Put Warrant auf
Allreal Holding AG

ISIN: CH1305146248 Security: 130514624 Symbol: ALLDVZ Life cycle
Secondary market

Bid Price 0.20

Ask Price 0.21

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 24.09.2024 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 0.20 0.21
Volume 250'000.00 250'000.00
Date/time 24.09.24 17:15 24.09.24 17:15

Current data

Last price paid 0.21
Change -8.70% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 23.09.2024 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 -63.39%
Year to date (YTD) n.a.
1 month -8.70%
3 months -44.74%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.56
Underlying price on issue152.60
Premium0.07%
Premium p.a.0.15%
Leverage11.72
Implied volatility0.18

Reference data

ISIN CH1305146248
Symbol ALLDVZ
Security 130514624
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Allreal Hldg N, CH0008837566
Underlying ISIN CH0008837566
Strike 150.00
C/P type put
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 7.42%
Premium p.a. 14.65%
Leverage 38.44
Implied volatility 17.57%
Moneyness out-of-the-money
Leverage 11.7162
Delta -0.3048
Gamma 0.0009
Theta -0.0008
Rho -0.0132
Vega 0.0196
Fair value 0.21
Intrinsic value n.a.
Break-even 145.90
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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