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ZKB Put Warrant auf
Allreal Holding AG

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

Bid Price 0.39

Ask Price 0.40

Currency CHF

Exchange SIX Structured Products

Volume 150'000.00

Volume 150'000.00

Date/time (delayed) 22.05.2024 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 0.39 0.40
Volume 150'000.00 150'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.39
Change -2.50% [ -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 -29.46%
Year to date (YTD) n.a.
1 month -18.75%
3 months n.a.
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.0.08%
Leverage7.54
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 7.12%
Premium p.a. 8.39%
Leverage 19.37
Implied volatility 18.50%
Moneyness out-of-the-money
Leverage 7.5384
Delta -0.3892
Gamma 0.0007
Theta -0.0007
Rho -0.0286
Vega 0.0270
Fair value 0.40
Intrinsic value n.a.
Break-even 142.10
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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