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ZKB Call Warrant auf
Accelleron Industries AG

ISIN: CH1338501443 Security: 133850144 Symbol: ACLYLZ Life cycle
Secondary market

Bid Price 0.18

Ask Price 0.19

Currency CHF

Exchange SIX Structured Products

Volume 300'000.00

Volume 300'000.00

Date/time (delayed) 03.06.2024 11:08:33

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 0.18 0.19
Volume 300'000.00 300'000.00
Date/time 03.06.24 11:08 03.06.24 11:08

Current data

Last price paid 0.18
Change +5.88% [ +0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 30.05.2024 17:20

Life cycle

Fixing20.09.2024
Settlement date23.05.2024
Last trading20.09.2024
Final fixing20.09.2024
Currency redemptionCHF

Performance

Perf. since issue +14.71%
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 price0.17
Underlying price on issue36.82
Premium0.12%
Premium p.a.0.37%
Leverage11.60
Implied volatility0.26

Reference data

ISIN CH1338501443
Symbol ACLYLZ
Security 133850144
Exchange SIX Structured Products
Currency CHF
Expiry 27.09.2024
Underlying Accelleron Ind N, CH1169360919
Underlying ISIN CH1169360919
Strike 40.00
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 11.83%
Premium p.a. 37.23%
Leverage 37.58
Implied volatility 25.71%
Moneyness out-of-the-money
Leverage 11.5989
Delta 0.3087
Gamma 0.0133
Theta -0.0017
Rho 0.0066
Vega 0.0145
Fair value 0.20
Intrinsic value n.a.
Break-even 40.98
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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