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ZKB Put Warrant auf
Alcon AG

ISIN: CH1305138955 Security: 130513895 Symbol: ALCWSZ Life cycle
Secondary market

Bid Price 0.005

Ask Price 0.015

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

Date/time (delayed) 29.05.2024 12:22:13

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 21.02.2024
Key Information Document DE 21.02.2024
Key Information Document EN 21.02.2024
Key Information Document FR 21.02.2024
Key Information Document IT 21.02.2024

Price data

  Bid Ask
Price 0.005 0.015
Volume 1'000'000.00 250'000.00
Date/time 29.05.24 12:22 29.05.24 12:22

Current data

Last price paid 0.015
Change -25.00% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date28.02.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -97.22%
Year to date (YTD) n.a.
1 month -88.46%
3 months -95.16%
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.36
Underlying price on issue69.28
Premium0.16%
Premium p.a.1.91%
Leverage26.26
Implied volatility0.33

Reference data

ISIN CH1305138955
Symbol ALCWSZ
Security 130513895
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 68.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 21.02.2024

Key figures

Premium 15.71%
Premium p.a. 191.20%
Leverage 805.60
Implied volatility 33.07%
Moneyness out-of-the-money
Leverage 26.2586
Delta -0.0326
Gamma 0.0010
Theta -0.0009
Rho -0.0002
Vega 0.0017
Fair value 0.01
Intrinsic value n.a.
Break-even 67.90
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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