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ZKB Put Warrant auf
Alcon AG

ISIN: CH1305145224 Security: 130514522 Symbol: ALCQEZ Life cycle
Secondary market

Bid Price 0.01

Ask Price 0.02

Currency CHF

Exchange SIX Structured Products

Volume 1'000'000.00

Volume 250'000.00

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

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 18.03.2024
Key Information Document DE 18.03.2024
Key Information Document EN 18.03.2024
Key Information Document FR 18.03.2024
Key Information Document IT 18.03.2024

Price data

  Bid Ask
Price 0.01 0.02
Volume 1'000'000.00 250'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.02
Change -20.00% [ -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 date25.03.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue -93.75%
Year to date (YTD) n.a.
1 month -92.00%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.24
Underlying price on issue74.76
Premium0.11%
Premium p.a.1.38%
Leverage31.68
Implied volatility0.26

Reference data

ISIN CH1305145224
Symbol ALCQEZ
Security 130514522
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 72.00
C/P type put
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 18.03.2024

Key figures

Premium 10.57%
Premium p.a. 137.76%
Leverage 535.60
Implied volatility 26.11%
Moneyness out-of-the-money
Leverage 31.6845
Delta -0.0592
Gamma 0.0020
Theta -0.0012
Rho -0.0004
Vega 0.0026
Fair value 0.02
Intrinsic value n.a.
Break-even 71.85
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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