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ZKB Call Warrant auf
Allreal Holding AG

ISIN: CH1268389439 Security: 126838943 Symbol: ALLD5Z Life cycle
Secondary market

Bid Price 0.22

Ask Price 0.23

Currency CHF

Exchange SIX Structured Products

Volume 250'000.00

Volume 250'000.00

Date/time (delayed) 31.05.2024 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 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.22
Change +15.79% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -43.75%
Year to date (YTD) -26.67%
1 month +22.22%
3 months -31.25%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue148.80
Premium0.01%
Premium p.a.0.13%
Leverage23.50
Implied volatility0.16

Reference data

ISIN CH1268389439
Symbol ALLD5Z
Security 126838943
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allreal Hldg N, CH0008837566
Underlying ISIN CH0008837566
Strike 150.00
C/P type call
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 0.98%
Premium p.a. 12.78%
Leverage 34.00
Implied volatility 15.65%
Moneyness in-the-money
Leverage 23.5010
Delta 0.6912
Gamma 0.0026
Theta -0.0023
Rho 0.0039
Vega 0.0074
Fair value 0.08
Intrinsic value n.a.
Break-even 154.50
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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