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ZKB Call Warrant auf
Allianz SE

ISIN: CH1281050711 Security: 128105071 Symbol: ALVC4Z Life cycle
Secondary market

Bid Price 0.73

Ask Price 0.74

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 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 0.73 0.74
Volume 75'000.00 75'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.73
Change +5.80% [ +0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date15.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +83.75%
Year to date (YTD) +121.21%
1 month +37.74%
3 months +108.57%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.40
Underlying price on issue243.33
Premium0.05%
Premium p.a.0.07%
Leverage6.69
Implied volatility0.19

Reference data

ISIN CH1281050711
Symbol ALVC4Z
Security 128105071
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 250.00
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 4.79%
Premium p.a. 7.47%
Leverage 8.96
Implied volatility 19.18%
Moneyness in-the-money
Leverage 6.6928
Delta 0.7468
Gamma 0.0002
Theta -0.0011
Rho 0.0268
Vega 0.0169
Fair value 0.32
Intrinsic value n.a.
Break-even 279.79
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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