Last price paid | 0.48 | |
Change | +11.63% [ +0.05 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +246.43% |
Year to date (YTD) | +128.57% |
1 month | +33.33% |
3 months | +128.57% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 208.73 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 11.57 |
Implied volatility | 0.21 |
ISIN | CH1268366718 |
Symbol | ALVGFZ |
Security | 126836671 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 250.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 02.06.2023 |
Premium | 0.96% |
Premium p.a. | 8.33% |
Leverage | 13.59 |
Implied volatility | 20.54% |
Moneyness | in-the-money |
Leverage | 11.5726 |
Delta | 0.8518 |
Gamma | 0.0003 |
Theta | -0.0018 |
Rho | 0.0059 |
Vega | 0.0051 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 269.66 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
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