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ZKB Put Warrant auf
Alcon AG

ISIN: CH1305150141 Security: 130515014 Symbol: ALCX8Z Life cycle
Secondary market

Bid Price 0.24

Ask Price 0.25

Currency CHF

Exchange SIX Structured Products

Volume 225'000.00

Volume 225'000.00

Date/time (delayed) 17.05.2024 05:15:00

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 0.24 0.25
Volume 225'000.00 225'000.00
Date/time 17.05.24 17:15 17.05.24 17:15

Current data

Last price paid 0.24
Change -7.69% [ -0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 15.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date10.04.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue -50.00%
Year to date (YTD) n.a.
1 month -48.94%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.49
Underlying price on issue74.44
Premium0.13%
Premium p.a.0.20%
Leverage7.95
Implied volatility0.24

Reference data

ISIN CH1305150141
Symbol ALCX8Z
Security 130515014
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 03.04.2024

Key figures

Premium 13.04%
Premium p.a. 20.34%
Leverage 32.64
Implied volatility 24.06%
Moneyness out-of-the-money
Leverage 7.9475
Delta -0.2435
Gamma 0.0020
Theta -0.0009
Rho -0.0140
Vega 0.0201
Fair value 0.25
Intrinsic value n.a.
Break-even 69.55
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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