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ZKB Put Warrant auf
Allreal Holding AG

ISIN: CH1268389462 Security: 126838946 Symbol: ALL1SZ Life cycle
Secondary market

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.11
Change -8.33% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -70.00%
Year to date (YTD) -62.07%
1 month -26.67%
3 months -57.69%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue148.80
Premium0.10%
Premium p.a.0.30%
Leverage14.39
Implied volatility0.21

Reference data

ISIN CH1268389462
Symbol ALL1SZ
Security 126838946
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
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 9.87%
Premium p.a. 30.27%
Leverage 72.86
Implied volatility 20.70%
Moneyness out-of-the-money
Leverage 14.3911
Delta -0.1975
Gamma 0.0008
Theta -0.0010
Rho -0.0053
Vega 0.0121
Fair value 0.11
Intrinsic value n.a.
Break-even 137.90
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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