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ZKB Call Warrant auf
Alcon AG

ISIN: CH1250735276 Security: 125073527 Symbol: ALCZ6Z Life cycle
Secondary market

Bid Price 0.03

Ask Price 0.04

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 17.06.2024 02:51:01

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 0.03 0.04
Volume 1'000'000.00 250'000.00
Date/time 17.06.24 14:51 17.06.24 14:51

Current data

Last price paid 0.075
Change -31.82% [ -0.04 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 14.06.2024 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 -87.50%
Year to date (YTD) +114.29%
1 month -25.00%
3 months -37.50%
1 year -67.39%
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue73.35
Premium0.02%
Premium p.a.0.78%
Leverage40.54
Implied volatility0.21

Reference data

ISIN CH1250735276
Symbol ALCZ6Z
Security 125073527
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 80.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.05.2023

Key figures

Premium 2.36%
Premium p.a. 78.28%
Leverage 112.63
Implied volatility 21.42%
Moneyness out-of-the-money
Leverage 40.5434
Delta 0.3600
Gamma 0.0063
Theta -0.0026
Rho 0.0004
Vega 0.0026
Fair value 0.04
Intrinsic value n.a.
Break-even 80.70
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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