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ZKB Call Warrant auf
Alcon AG

ISIN: CH1305150133 Security: 130515013 Symbol: ALCL2Z 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) 28.05.2024 05:15:01

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 03.04.2024
Key Information Document DE 03.04.2024
Key Information Document EN 03.04.2024
Key Information Document FR 03.04.2024
Key Information Document IT 03.04.2024

Price data

  Bid Ask
Price 0.72 0.73
Volume 75'000.00 75'000.00
Date/time 28.05.24 17:15 28.05.24 17:15

Current data

Last price paid 0.73
Change -16.09% [ -0.14 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 28.05.2024 17:20

Life cycle

Fixing21.06.2024
Settlement date10.04.2024
Last trading21.06.2024
Final fixing21.06.2024
Currency redemptionCHF

Performance

Perf. since issue +107.14%
Year to date (YTD) n.a.
1 month +305.56%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.35
Underlying price on issue74.44
Premium0.00%
Premium p.a.0.06%
Leverage10.00
Implied volatility0.25

Reference data

ISIN CH1305150133
Symbol ALCL2Z
Security 130515013
Exchange SIX Structured Products
Currency CHF
Expiry 28.06.2024
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 74.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 03.04.2024

Key figures

Premium 0.48%
Premium p.a. 5.68%
Leverage 11.15
Implied volatility 25.12%
Moneyness in-the-money
Leverage 9.9957
Delta 0.8962
Gamma 0.0030
Theta -0.0020
Rho 0.0055
Vega 0.0042
Fair value 0.04
Intrinsic value n.a.
Break-even 81.25
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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