Last price paid | 0.04 | |
Change | -33.33% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 23.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 27.03.2024 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -75.00% |
Year to date (YTD) | n.a. |
1 month | -55.56% |
3 months | n.a. |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.16 |
Underlying price on issue | 270.18 |
Premium | 0.04% |
Premium p.a. | 0.44% |
Leverage | 39.85 |
Implied volatility | 0.14 |
ISIN | CH1305147352 |
Symbol | ALVNIZ |
Security | 130514735 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Allianz N, DE0008404005 |
Underlying ISIN | DE0008404005 |
Strike | 275.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | Automatic |
Minimum execution | 40 |
Value day | 20.03.2024 |
Premium | 4.22% |
Premium p.a. | 44.06% |
Leverage | 164.55 |
Implied volatility | 14.15% |
Moneyness | out-of-the-money |
Leverage | 39.8540 |
Delta | 0.2422 |
Gamma | 0.0007 |
Theta | -0.0014 |
Rho | 0.0015 |
Vega | 0.0063 |
Fair value | 0.04 |
Intrinsic value | n.a. |
Break-even | 276.61 |
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 |