Last price paid | 0.015 | |
Change | -25.00% [ -0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 07.06.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -93.44% |
Year to date (YTD) | n.a. |
1 month | -80.00% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 270.18 |
Premium | 0.07% |
Premium p.a. | 3.44% |
Leverage | 51.15 |
Implied volatility | 0.32 |
ISIN | CH1305147352 |
Symbol | ALVNIZ |
Security | 130514735 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 275.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 20.03.2024 |
Premium | 6.59% |
Premium p.a. | 343.86% |
Leverage | 586.56 |
Implied volatility | 31.95% |
Moneyness | out-of-the-money |
Leverage | 51.1522 |
Delta | 0.0872 |
Gamma | 0.0004 |
Theta | -0.0030 |
Rho | 0.0001 |
Vega | 0.0013 |
Fair value | 0.01 |
Intrinsic value | n.a. |
Break-even | 275.44 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Lonza Group | 491.60 |
KUEHNE & NAGEL | 261.00 |
Sika AG | 259.50 |
SONOVA HLDG N | 273.90 |
NOVARTIS N | 96.18 |
Name | Price |
---|---|
Compagnie Financi... | 142.55 |
SWISSCOM N | 501.00 |
ROCHE GS | 251.20 |
UBS | 26.30 |
ZURICH INSURANCE | 481.50 |