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ZKB Call Warrant auf
Allianz SE

ISIN: CH1305143161 Security: 130514316 Symbol: ALV5PZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 775'000.00

Volume 400'000.00

Date/time (delayed) 24.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 08.03.2024
Key Information Document DE 08.03.2024
Key Information Document EN 08.03.2024
Key Information Document FR 08.03.2024
Key Information Document IT 08.03.2024

Price data

  Bid Ask
Price 0.07 0.08
Volume 775'000.00 400'000.00
Date/time 24.05.24 17:15 24.05.24 17:15

Current data

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

Life cycle

Fixing21.06.2024
Settlement date15.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

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.

Key figures on issue

Issue price0.10
Underlying price on issue258.40
Premium0.03%
Premium p.a.0.30%
Leverage33.91
Implied volatility0.14

Reference data

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

Key figures

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.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

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