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ZKB Call Warrant auf
Alcon AG

ISIN: CH1338504058 Security: 133850405 Symbol: ALC0JZ Life cycle
Secondary market

Bid Price 0.25

Ask Price 0.26

Currency CHF

Exchange SIX Structured Products

Volume 200'000.00

Volume 200'000.00

Date/time (delayed) 26.06.2024 05:15:00

Sell Buy 

Product Download

Security PDF for download Publication date
Termsheet 22.05.2024
Key Information Document DE 22.05.2024
Key Information Document EN 22.05.2024
Key Information Document FR 22.05.2024
Key Information Document IT 22.05.2024

Price data

  Bid Ask
Price 0.25 0.26
Volume 200'000.00 200'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.25
Change -3.85% [ -0.01 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 25.06.2024 17:20

Life cycle

Fixing21.03.2025
Settlement date29.05.2024
Last trading21.03.2025
Final fixing21.03.2025
Currency redemptionCHF

Performance

Perf. since issue -31.08%
Year to date (YTD) n.a.
1 month -26.47%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.37
Underlying price on issue82.82
Premium0.18%
Premium p.a.0.24%
Leverage9.09
Implied volatility0.22

Reference data

ISIN CH1338504058
Symbol ALC0JZ
Security 133850405
Exchange SIX Structured Products
Currency CHF
Expiry 28.03.2025
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 92.00
C/P type call
Subscription ratio 10.00
Issuer Zürcher Kantonalbank
Exercise type American
Delivery of securities On Demand
Minimum execution 10
Value day 22.05.2024

Key figures

Premium 17.98%
Premium p.a. 23.87%
Leverage 31.43
Implied volatility 22.30%
Moneyness out-of-the-money
Leverage 9.0914
Delta 0.2893
Gamma 0.0022
Theta -0.0011
Rho 0.0155
Vega 0.0238
Fair value 0.26
Intrinsic value n.a.
Break-even 94.55
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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