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ZKB Put Warrant auf
Allianz SE

ISIN: CH1268366684 Security: 126836668 Symbol: ALVJVZ Life cycle
Secondary market

Bid Price 0.001

Ask Price 0.01

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 02.06.2023
Key Information Document DE 02.06.2023
Key Information Document EN 02.06.2023
Key Information Document FR 02.06.2023
Key Information Document IT 02.06.2023

Price data

  Bid Ask
Price 0.001 0.01
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.01
Change -33.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date09.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -98.75%
Year to date (YTD) -88.89%
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.44
Underlying price on issue208.73
Premium0.25%
Premium p.a.2.20%
Leverage18.96
Implied volatility0.42

Reference data

ISIN CH1268366684
Symbol ALVJVZ
Security 126836668
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 200.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 02.06.2023

Key figures

Premium 25.29%
Premium p.a. 219.77%
Leverage 1'199.41
Implied volatility 41.78%
Moneyness out-of-the-money
Leverage 18.9626
Delta -0.0158
Gamma 0.0000
Theta -0.0004
Rho -0.0001
Vega 0.0009
Fair value 0.01
Intrinsic value n.a.
Break-even 199.78
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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