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ZKB Call Warrant auf
Alcon AG

ISIN: CH1305130267 Security: 130513026 Symbol: ALC66Z Life cycle
Secondary market

Bid Price 0.44

Ask Price 0.45

Currency CHF

Exchange SIX Structured Products

Volume 125'000.00

Volume 125'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 10.01.2024
Key Information Document DE 10.01.2024
Key Information Document EN 10.01.2024
Key Information Document FR 10.01.2024
Key Information Document IT 10.01.2024

Price data

  Bid Ask
Price 0.44 0.45
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.44
Change +7.32% [ +0.03 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date17.01.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +122.50%
Year to date (YTD) n.a.
1 month +175.00%
3 months +37.50%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.20
Underlying price on issue69.12
Premium0.10%
Premium p.a.0.17%
Leverage8.24
Implied volatility0.23

Reference data

ISIN CH1305130267
Symbol ALC66Z
Security 130513026
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 84.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 10.01.2024

Key figures

Premium 10.09%
Premium p.a. 16.75%
Leverage 18.05
Implied volatility 22.80%
Moneyness out-of-the-money
Leverage 8.2444
Delta 0.4567
Gamma 0.0028
Theta -0.0014
Rho 0.0194
Vega 0.0247
Fair value 0.45
Intrinsic value n.a.
Break-even 88.45
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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