Last price paid | 0.075 | |
Change | -25.00% [ -0.03 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -25.00% |
Year to date (YTD) | n.a. |
1 month | -46.43% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.10 |
Underlying price on issue | 258.40 |
Premium | 0.03% |
Premium p.a. | 0.30% |
Leverage | 33.91 |
Implied volatility | 0.14 |
ISIN | CH1305143161 |
Symbol | ALV5PZ |
Security | 130514316 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 270.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 08.03.2024 |
Premium | 2.87% |
Premium p.a. | 29.96% |
Leverage | 87.76 |
Implied volatility | 13.95% |
Moneyness | out-of-the-money |
Leverage | 33.9082 |
Delta | 0.3864 |
Gamma | 0.0008 |
Theta | -0.0018 |
Rho | 0.0024 |
Vega | 0.0078 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 273.02 |
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 |