Last price paid | 0.43 | |
Change | +4.88% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 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 | +203.57% |
Year to date (YTD) | +104.76% |
1 month | 0.00% |
3 months | +152.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 208.73 |
Premium | 0.01% |
Premium p.a. | 0.10% |
Leverage | 13.02 |
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 | 0.84% |
Premium p.a. | 9.63% |
Leverage | 15.46 |
Implied volatility | 21.15% |
Moneyness | in-the-money |
Leverage | 13.0235 |
Delta | 0.8425 |
Gamma | 0.0004 |
Theta | -0.0021 |
Rho | 0.0045 |
Vega | 0.0047 |
Fair value | 0.06 |
Intrinsic value | n.a. |
Break-even | 267.14 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
ABB Ltd | 49.54 |
NOVARTIS N | 91.86 |
Sika AG | 284.00 |
Swiss Life Hldg | 631.40 |
Compagnie Financi... | 143.45 |
Name | Price |
---|---|
SONOVA HLDG N | 290.80 |
LOGITECH INT. | 87.72 |
Lonza Group | 512.20 |
GEBERIT N | 566.60 |
Partners Group Ho... | 1'231.00 |