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ZKB Put Warrant auf
Allreal Holding AG

ISIN: CH1268389454 Security: 126838945 Symbol: ALL4EZ Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

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 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.03 0.04
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 0.04
Change -20.00% [ -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 date26.09.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -89.06%
Year to date (YTD) -81.82%
1 month -60.00%
3 months -69.23%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue148.80
Premium0.09%
Premium p.a.0.82%
Leverage24.67
Implied volatility0.24

Reference data

ISIN CH1268389454
Symbol ALL4EZ
Security 126838945
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allreal Hldg N, CH0008837566
Underlying ISIN CH0008837566
Strike 140.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 9.43%
Premium p.a. 81.93%
Leverage 219.71
Implied volatility 23.96%
Moneyness out-of-the-money
Leverage 24.6684
Delta -0.1123
Gamma 0.0008
Theta -0.0014
Rho -0.0010
Vega 0.0050
Fair value 0.04
Intrinsic value n.a.
Break-even 139.30
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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