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ZKB Put Warrant auf
Alcon AG

ISIN: CH1305146545 Security: 130514654 Symbol: ALC2EZ Life cycle
Secondary market

Bid Price 0.32

Ask Price 0.33

Currency CHF

Exchange SIX Structured Products

Volume 175'000.00

Volume 175'000.00

Date/time (delayed) 29.05.2024 12:53:18

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 0.32 0.33
Volume 175'000.00 175'000.00
Date/time 29.05.24 12:53 29.05.24 12:53

Current data

Last price paid 0.32
Change +6.67% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 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 -42.98%
Year to date (YTD) n.a.
1 month -51.52%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.57
Underlying price on issue74.75
Premium0.15%
Premium p.a.0.18%
Leverage6.34
Implied volatility0.26

Reference data

ISIN CH1305146545
Symbol ALC2EZ
Security 130514654
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
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 19.03.2024

Key figures

Premium 14.66%
Premium p.a. 17.66%
Leverage 24.79
Implied volatility 25.50%
Moneyness out-of-the-money
Leverage 6.3392
Delta -0.2557
Gamma 0.0017
Theta -0.0009
Rho -0.0198
Vega 0.0236
Fair value 0.33
Intrinsic value n.a.
Break-even 68.75
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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