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ZKB Call Warrant auf
Alcon AG

ISIN: CH1281045588 Security: 128104558 Symbol: ALCZQZ Life cycle
Secondary market

Bid Price 0.64

Ask Price 0.65

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 17.05.2024 02:08:18

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 29.11.2023
Key Information Document DE 29.11.2023
Key Information Document EN 29.11.2023
Key Information Document FR 29.11.2023
Key Information Document IT 29.11.2023

Price data

  Bid Ask
Price 0.64 0.65
Volume 100'000.00 100'000.00
Date/time 17.05.24 14:08 17.05.24 14:08

Current data

Last price paid 0.70
Change +1.45% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 16.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date06.12.2023
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +168.75%
Year to date (YTD) +218.18%
1 month +75.00%
3 months +150.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue65.25
Premium0.02%
Premium p.a.0.04%
Leverage5.36
Implied volatility0.26

Reference data

ISIN CH1281045588
Symbol ALCZQZ
Security 128104558
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 68.00
C/P type call
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 29.11.2023

Key figures

Premium 1.58%
Premium p.a. 4.34%
Leverage 6.17
Implied volatility 25.98%
Moneyness in-the-money
Leverage 5.3639
Delta 0.8688
Gamma 0.0009
Theta -0.0006
Rho 0.0103
Vega 0.0051
Fair value 0.06
Intrinsic value n.a.
Break-even 80.90
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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