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ZKB Call Warrant auf
Allreal Holding AG

ISIN: CH1338501831 Security: 133850183 Symbol: ALLCWZ Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 27.06.2024 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 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 27.06.24 17:15 27.06.24 17:15

Current data

Last price paid 0.24
Change -4.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +11.36%
Year to date (YTD) n.a.
1 month +20.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.22
Underlying price on issue151.60
Premium0.07%
Premium p.a.0.14%
Leverage12.98
Implied volatility0.16

Reference data

ISIN CH1338501831
Symbol ALLCWZ
Security 133850183
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 15.05.2024

Key figures

Premium 7.22%
Premium p.a. 13.65%
Leverage 31.39
Implied volatility 15.62%
Moneyness out-of-the-money
Leverage 12.9800
Delta 0.4135
Gamma 0.0011
Theta -0.0010
Rho 0.0155
Vega 0.0218
Fair value 0.25
Intrinsic value n.a.
Break-even 164.90
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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