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ZKB Call Warrant auf
Alcon AG

ISIN: CH1268389363 Security: 126838936 Symbol: ALCSQZ Life cycle
Secondary market

Bid Price 0.07

Ask Price 0.08

Currency CHF

Exchange SIX Structured Products

Volume 725'000.00

Volume 375'000.00

Date/time (delayed) 16.05.2024 05:15:01

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 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 16.05.24 17:15 16.05.24 17:15

Current data

Last price paid 0.07
Change +7.69% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 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 -31.82%
Year to date (YTD) +133.33%
1 month +55.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.11
Underlying price on issue72.36
Premium0.11%
Premium p.a.0.29%
Leverage14.66
Implied volatility0.19

Reference data

ISIN CH1268389363
Symbol ALCSQZ
Security 126838936
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 88.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.09.2023

Key figures

Premium 10.66%
Premium p.a. 29.03%
Leverage 53.92
Implied volatility 19.49%
Moneyness out-of-the-money
Leverage 14.6627
Delta 0.2719
Gamma 0.0017
Theta -0.0006
Rho 0.0038
Vega 0.0081
Fair value 0.08
Intrinsic value n.a.
Break-even 89.50
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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