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ZKB Put Warrant auf
Alcon AG

ISIN: CH1281045836 Security: 128104583 Symbol: ALC8HZ 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) 28.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 01.12.2023
Key Information Document DE 01.12.2023
Key Information Document EN 01.12.2023
Key Information Document FR 01.12.2023
Key Information Document IT 01.12.2023

Price data

  Bid Ask
Price 0.07 0.08
Volume 725'000.00 375'000.00
Date/time 28.06.24 17:15 28.06.24 17:15

Current data

Last price paid 0.08
Change -5.88% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 24.06.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date08.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -80.26%
Year to date (YTD) -77.78%
1 month 0.00%
3 months -50.00%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.38
Underlying price on issue65.71
Premium0.17%
Premium p.a.0.33%
Leverage8.76
Implied volatility0.27

Reference data

ISIN CH1281045836
Symbol ALC8HZ
Security 128104583
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 68.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 01.12.2023

Key figures

Premium 17.10%
Premium p.a. 32.51%
Leverage 53.48
Implied volatility 27.13%
Moneyness out-of-the-money
Leverage 8.7576
Delta -0.1638
Gamma 0.0008
Theta -0.0005
Rho -0.0038
Vega 0.0072
Fair value 0.08
Intrinsic value n.a.
Break-even 66.50
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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