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ZKB Put Warrant auf
Alcon AG

ISIN: CH1250735284 Security: 125073528 Symbol: ALC58Z Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 10:02:15

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.05.2023
Key Information Document DE 19.05.2023
Key Information Document EN 19.05.2023
Key Information Document FR 19.05.2023
Key Information Document IT 19.05.2023

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 10:02 29.05.24 10:02

Current data

Last price paid 0.015
Change -75.00% [ -0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date26.05.2023
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -96.67%
Year to date (YTD) -95.45%
1 month -81.25%
3 months -94.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue73.35
Premium0.13%
Premium p.a.1.60%
Leverage24.32
Implied volatility0.32

Reference data

ISIN CH1250735284
Symbol ALC58Z
Security 125073528
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 70.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.05.2023

Key figures

Premium 13.18%
Premium p.a. 160.41%
Leverage 402.00
Implied volatility 32.32%
Moneyness out-of-the-money
Leverage 24.3170
Delta -0.0605
Gamma 0.0008
Theta -0.0007
Rho -0.0002
Vega 0.0014
Fair value 0.01
Intrinsic value n.a.
Break-even 69.80
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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