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ZKB Call Warrant auf
Accelleron Industries AG

ISIN: CH1305146701 Security: 130514670 Symbol: ACLVAZ Life cycle
Secondary market

Bid Price 0.72

Ask Price 0.73

Currency CHF

Exchange SIX Structured Products

Volume 75'000.00

Volume 75'000.00

Date/time (delayed) 22.05.2024 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 0.72 0.73
Volume 75'000.00 75'000.00
Date/time 22.05.24 17:15 22.05.24 17:15

Current data

Last price paid 0.73
Change -2.67% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 22.05.2024 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 +126.56%
Year to date (YTD) n.a.
1 month +30.36%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.32
Underlying price on issue31.65
Premium0.07%
Premium p.a.0.08%
Leverage5.83
Implied volatility0.25

Reference data

ISIN CH1305146701
Symbol ACLVAZ
Security 130514670
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Accelleron Ind N, CH1169360919
Underlying ISIN CH1169360919
Strike 36.00
C/P type call
Subscription ratio 5.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 5
Value day 19.03.2024

Key figures

Premium 7.09%
Premium p.a. 8.35%
Leverage 10.21
Implied volatility 24.74%
Moneyness in-the-money
Leverage 5.8299
Delta 0.5712
Gamma 0.0093
Theta -0.0009
Rho 0.0248
Vega 0.0261
Fair value 0.53
Intrinsic value n.a.
Break-even 39.62
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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