Last price paid | 0.43 | |
Change | +4.88% [ +0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 24.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 09.06.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | +210.71% |
Year to date (YTD) | +104.76% |
1 month | 0.00% |
3 months | +152.94% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.14 |
Underlying price on issue | 208.73 |
Premium | 0.01% |
Premium p.a. | 0.08% |
Leverage | 12.95 |
Implied volatility | 0.20 |
ISIN | CH1268366718 |
Symbol | ALVGFZ |
Security | 126836671 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
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 | 02.06.2023 |
Premium | 0.81% |
Premium p.a. | 8.41% |
Leverage | 15.13 |
Implied volatility | 19.77% |
Moneyness | in-the-money |
Leverage | 12.9507 |
Delta | 0.8559 |
Gamma | 0.0004 |
Theta | -0.0018 |
Rho | 0.0050 |
Vega | 0.0046 |
Fair value | 0.05 |
Intrinsic value | n.a. |
Break-even | 267.54 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Holcim | 80.24 |
Swiss Life Hldg | 630.80 |
KUEHNE & NAGEL | 245.80 |
UBS | 28.16 |
Compagnie Financi... | 143.35 |
Name | Price |
---|---|
Partners Group Ho... | 1'233.50 |
NOVARTIS N | 91.74 |
SONOVA HLDG N | 294.20 |
Nestlé SA | 92.42 |
Alcon AG | 82.02 |