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ZKB Put Warrant auf
Allianz SE

ISIN: CH1305129186 Security: 130512918 Symbol: ALV35Z Life cycle
Secondary market

Bid Price 0.13

Ask Price 0.14

Currency CHF

Exchange SIX Structured Products

Volume 400'000.00

Volume 400'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 05.01.2024
Key Information Document DE 05.01.2024
Key Information Document EN 05.01.2024
Key Information Document FR 05.01.2024
Key Information Document IT 05.01.2024

Price data

  Bid Ask
Price 0.13 0.14
Volume 400'000.00 400'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.14
Change -6.67% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 17.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date12.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -73.53%
Year to date (YTD) n.a.
1 month -50.00%
3 months -63.16%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.51
Underlying price on issue242.43
Premium0.12%
Premium p.a.0.19%
Leverage9.65
Implied volatility0.21

Reference data

ISIN CH1305129186
Symbol ALV35Z
Security 130512918
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Allianz N, DE0008404005
Underlying ISIN DE0008404005
Strike 240.00
C/P type put
Subscription ratio 40.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities Automatic
Minimum execution 40
Value day 05.01.2024

Key figures

Premium 12.16%
Premium p.a. 18.97%
Leverage 48.79
Implied volatility 21.42%
Moneyness out-of-the-money
Leverage 9.6452
Delta -0.1977
Gamma 0.0002
Theta -0.0005
Rho -0.0092
Vega 0.0146
Fair value 0.14
Intrinsic value n.a.
Break-even 234.53
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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