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ZKB Call Warrant auf
Allreal Holding AG

ISIN: CH1268384901 Security: 126838490 Symbol: ALLQHZ Life cycle
Secondary market

Bid Price 0.015

Ask Price 0.025

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 23.08.2023
Key Information Document DE 23.08.2023
Key Information Document EN 23.08.2023
Key Information Document FR 23.08.2023
Key Information Document IT 23.08.2023

Price data

  Bid Ask
Price 0.015 0.025
Volume 1'000'000.00 250'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.025
Change -16.67% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 10.04.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date30.08.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -86.67%
Year to date (YTD) -37.50%
1 month -16.67%
3 months -37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.15
Underlying price on issue153.30
Premium0.11%
Premium p.a.0.94%
Leverage32.54
Implied volatility0.21

Reference data

ISIN CH1268384901
Symbol ALLQHZ
Security 126838490
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Allreal Hldg N, CH0008837566
Underlying ISIN CH0008837566
Strike 170.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 23.08.2023

Key figures

Premium 10.79%
Premium p.a. 93.80%
Leverage 384.50
Implied volatility 20.54%
Moneyness out-of-the-money
Leverage 32.5375
Delta 0.0846
Gamma 0.0007
Theta -0.0010
Rho 0.0007
Vega 0.0040
Fair value 0.02
Intrinsic value n.a.
Break-even 170.40
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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