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ZKB Put Warrant auf
Alcon AG

ISIN: CH1268389389 Security: 126838938 Symbol: ALCBJZ Life cycle
Secondary market

Bid Price 0.045

Ask Price 0.055

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 07.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.09.2023
Key Information Document DE 19.09.2023
Key Information Document EN 19.09.2023
Key Information Document FR 19.09.2023
Key Information Document IT 19.09.2023

Price data

  Bid Ask
Price 0.045 0.055
Volume 1'000'000.00 250'000.00
Date/time 07.06.24 17:15 07.06.24 17:15

Current data

Last price paid 0.055
Change -8.33% [ 0.00 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 06.06.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date26.09.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue -84.38%
Year to date (YTD) -87.50%
1 month -72.50%
3 months -69.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue72.36
Premium0.14%
Premium p.a.0.44%
Leverage12.57
Implied volatility0.26

Reference data

ISIN CH1268389389
Symbol ALCBJZ
Security 126838938
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 72.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 13.58%
Premium p.a. 44.27%
Leverage 82.16
Implied volatility 25.87%
Moneyness out-of-the-money
Leverage 12.5724
Delta -0.1530
Gamma 0.0010
Theta -0.0006
Rho -0.0021
Vega 0.0054
Fair value 0.05
Intrinsic value n.a.
Break-even 71.00
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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