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ZKB Call Warrant auf
Alcon AG

ISIN: CH1305146529 Security: 130514652 Symbol: ALCV5Z Life cycle
Secondary market

Bid Price 0.41

Ask Price 0.42

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 19.03.2024
Key Information Document DE 19.03.2024
Key Information Document EN 19.03.2024
Key Information Document FR 19.03.2024
Key Information Document IT 19.03.2024

Price data

  Bid Ask
Price 0.41 0.42
Volume 125'000.00 125'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.41
Change +5.13% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 31.05.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date26.03.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue +38.33%
Year to date (YTD) n.a.
1 month +156.25%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.30
Underlying price on issue74.75
Premium0.14%
Premium p.a.0.17%
Leverage7.80
Implied volatility0.22

Reference data

ISIN CH1305146529
Symbol ALCV5Z
Security 130514652
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 88.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 19.03.2024

Key figures

Premium 13.91%
Premium p.a. 16.86%
Leverage 19.49
Implied volatility 22.13%
Moneyness out-of-the-money
Leverage 7.8027
Delta 0.4003
Gamma 0.0024
Theta -0.0012
Rho 0.0233
Vega 0.0284
Fair value 0.42
Intrinsic value n.a.
Break-even 92.15
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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