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ZKB Put Warrant auf
Alcon AG

ISIN: CH1305127016 Security: 130512701 Symbol: ALC30Z Life cycle
Secondary market

Bid Price 0.05

Ask Price 0.06

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 500'000.00

Date/time (delayed) 29.05.2024 10:02:12

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 19.12.2023
Key Information Document DE 19.12.2023
Key Information Document EN 19.12.2023
Key Information Document FR 19.12.2023
Key Information Document IT 19.12.2023

Price data

  Bid Ask
Price 0.05 0.06
Volume 1'000'000.00 500'000.00
Date/time 29.05.24 10:02 29.05.24 10:02

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 23.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date28.12.2023
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -81.03%
Year to date (YTD) -78.85%
1 month -57.69%
3 months -69.44%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.29
Underlying price on issue65.06
Premium0.22%
Premium p.a.0.36%
Leverage8.49
Implied volatility0.28

Reference data

ISIN CH1305127016
Symbol ALC30Z
Security 130512701
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 64.00
C/P type put
Subscription ratio 20.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 20
Value day 19.12.2023

Key figures

Premium 21.77%
Premium p.a. 35.79%
Leverage 73.09
Implied volatility 28.10%
Moneyness out-of-the-money
Leverage 8.4872
Delta -0.1161
Gamma 0.0006
Theta -0.0004
Rho -0.0032
Vega 0.0061
Fair value 0.06
Intrinsic value n.a.
Break-even 62.90
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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