Last price paid | 0.26 | |
Change | +4.00% [ +0.01 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 29.02.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +20.45% |
Year to date (YTD) | n.a. |
1 month | 0.00% |
3 months | +173.68% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.22 |
Underlying price on issue | 254.83 |
Premium | 0.01% |
Premium p.a. | 0.15% |
Leverage | 17.58 |
Implied volatility | 0.18 |
ISIN | CH1305139292 |
Symbol | ALVFNZ |
Security | 130513929 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 258.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 22.02.2024 |
Premium | 1.43% |
Premium p.a. | 14.90% |
Leverage | 24.79 |
Implied volatility | 18.48% |
Moneyness | in-the-money |
Leverage | 17.5827 |
Delta | 0.7092 |
Gamma | 0.0006 |
Theta | -0.0023 |
Rho | 0.0042 |
Vega | 0.0070 |
Fair value | 0.09 |
Intrinsic value | n.a. |
Break-even | 268.68 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Name | Price |
---|---|
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |
ROCHE GS | 230.40 |