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ZKB Call Warrant auf
Allianz SE

ISIN: CH1281050687 Security: 128105068 Symbol: ALV4PZ 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) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.12.2023
Key Information Document DE 08.12.2023
Key Information Document EN 08.12.2023
Key Information Document FR 08.12.2023
Key Information Document IT 08.12.2023

Price data

  Bid Ask
Price 0.22 0.23
Volume 250'000.00 250'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

Last price paid 0.22
Change +4.76% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date15.12.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +40.63%
Year to date (YTD) +83.33%
1 month -4.35%
3 months +158.82%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.16
Underlying price on issue243.33
Premium0.01%
Premium p.a.0.14%
Leverage20.23
Implied volatility0.16

Reference data

ISIN CH1281050687
Symbol ALV4PZ
Security 128105068
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 260.00
C/P type call
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 08.12.2023

Key figures

Premium 1.38%
Premium p.a. 14.42%
Leverage 29.26
Implied volatility 16.36%
Moneyness in-the-money
Leverage 20.2347
Delta 0.6916
Gamma 0.0007
Theta -0.0021
Rho 0.0042
Vega 0.0072
Fair value 0.09
Intrinsic value n.a.
Break-even 269.07
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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