Inhaltsseite: Home

ZKB Call Warrant auf
Alcon AG

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

Bid Price 0.10

Ask Price 0.11

Currency CHF

Exchange SIX Structured Products

Volume 500'000.00

Volume 500'000.00

Date/time (delayed) 31.05.2024 05:15:00

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 0.10 0.11
Volume 500'000.00 500'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.10
Change +11.11% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 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 -62.50%
Year to date (YTD) +185.71%
1 month +300.00%
3 months 0.00%
1 year -56.52%
3 years n.a.

Key figures on issue

Issue price0.28
Underlying price on issue73.35
Premium0.02%
Premium p.a.0.29%
Leverage20.95
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 2.19%
Premium p.a. 28.56%
Leverage 38.26
Implied volatility 21.21%
Moneyness in-the-money
Leverage 20.9488
Delta 0.5476
Gamma 0.0042
Theta -0.0018
Rho 0.0016
Vega 0.0044
Fair value 0.09
Intrinsic value n.a.
Break-even 82.10
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading