Inhaltsseite: Home

ZKB Call Warrant auf
Accelleron Industries AG

ISIN: CH1338501450 Security: 133850145 Symbol: ACLGWZ Life cycle
Secondary market

Bid Price 0.65

Ask Price 0.66

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

Date/time (delayed) 31.05.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 15.05.2024
Key Information Document DE 15.05.2024
Key Information Document EN 15.05.2024
Key Information Document FR 15.05.2024
Key Information Document IT 15.05.2024

Price data

  Bid Ask
Price 0.65 0.66
Volume 100'000.00 100'000.00
Date/time 31.05.24 17:15 31.05.24 17:15

Current data

Last price paid 0.65
Change +8.33% [ +0.05 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.12.2024
Settlement date23.05.2024
Last trading20.12.2024
Final fixing20.12.2024
Currency redemptionCHF

Performance

Perf. since issue +12.93%
Year to date (YTD) n.a.
1 month n.a.
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.58
Underlying price on issue36.82
Premium0.08%
Premium p.a.0.13%
Leverage6.41
Implied volatility0.26

Reference data

ISIN CH1338501450
Symbol ACLGWZ
Security 133850145
Exchange SIX Structured Products
Currency CHF
Expiry 06.01.2025
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 15.05.2024

Key figures

Premium 8.08%
Premium p.a. 13.40%
Leverage 11.10
Implied volatility 26.23%
Moneyness in-the-money
Leverage 6.4062
Delta 0.5773
Gamma 0.0106
Theta -0.0015
Rho 0.0213
Vega 0.0221
Fair value 0.59
Intrinsic value n.a.
Break-even 39.28
SSPA value at risk n.a.
SSPA risk rating n.a.

Product type

SSPA derivative category Leverage
SSPA code Warrant (2100)

Ajax loading