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ZKB Call Warrant auf
Allianz SE

ISIN: CH1268369100 Security: 126836910 Symbol: ALVN3Z Life cycle
Secondary market

Bid Price 0.71

Ask Price 0.72

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 12.06.2023
Key Information Document DE 12.06.2023
Key Information Document EN 12.06.2023
Key Information Document FR 12.06.2023
Key Information Document IT 12.06.2023

Price data

  Bid Ask
Price 0.71 0.72
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.71
Change +7.58% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date19.06.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +320.59%
Year to date (YTD) +121.88%
1 month +24.56%
3 months +102.86%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.17
Underlying price on issue209.45
Premium0.01%
Premium p.a.0.05%
Leverage8.67
Implied volatility0.22

Reference data

ISIN CH1268369100
Symbol ALVN3Z
Security 126836910
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 240.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 12.06.2023

Key figures

Premium 0.59%
Premium p.a. 5.14%
Leverage 9.23
Implied volatility 21.84%
Moneyness in-the-money
Leverage 8.6686
Delta 0.9395
Gamma 0.0002
Theta -0.0013
Rho 0.0063
Vega 0.0027
Fair value 0.04
Intrinsic value n.a.
Break-even 268.98
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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