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ZKB Put Warrant auf
Allreal Holding AG

ISIN: CH1338501468 Security: 133850146 Symbol: ALLA7Z Life cycle
Secondary market

Bid Price 0.11

Ask Price 0.12

Currency CHF

Exchange SIX Structured Products

Volume 475'000.00

Volume 475'000.00

Date/time (delayed) 23.07.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.11 0.12
Volume 475'000.00 475'000.00
Date/time 23.07.24 17:15 23.07.24 17:15

Current data

Last price paid 0.11
Change +10.00% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 18.07.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -57.69%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.23
Underlying price on issue151.60
Premium0.05%
Premium p.a.0.27%
Leverage20.32
Implied volatility0.18

Reference data

ISIN CH1338501468
Symbol ALLA7Z
Security 133850146
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 15.05.2024

Key figures

Premium 4.83%
Premium p.a. 26.73%
Leverage 67.48
Implied volatility 17.56%
Moneyness out-of-the-money
Leverage 20.3153
Delta -0.3011
Gamma 0.0015
Theta -0.0015
Rho -0.0044
Vega 0.0115
Fair value 0.12
Intrinsic value n.a.
Break-even 147.70
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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