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ZKB Call Warrant auf
Alcon AG

ISIN: CH1338504090 Security: 133850409 Symbol: ALC41Z Life cycle
Secondary market

Bid Price 0.62

Ask Price 0.63

Currency CHF

Exchange SIX Structured Products

Volume 100'000.00

Volume 100'000.00

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 0.62 0.63
Volume 100'000.00 100'000.00
Date/time 26.06.24 17:15 26.06.24 17:15

Current data

Last price paid 0.62
Change +3.33% [ +0.02 ]
Last traded volume n.a. Unit
Cumulative volume n.a. Unit
Date/time 26.06.2024 17:20

Life cycle

Fixing20.06.2025
Settlement date29.05.2024
Last trading20.06.2025
Final fixing20.06.2025
Currency redemptionCHF

Performance

Perf. since issue -22.84%
Year to date (YTD) n.a.
1 month -20.51%
3 months n.a.
1 year n.a.
3 years n.a.

Key figures on issue

Issue price0.81
Underlying price on issue82.82
Premium0.13%
Premium p.a.0.13%
Leverage6.13
Implied volatility0.24

Reference data

ISIN CH1338504090
Symbol ALC41Z
Security 133850409
Exchange SIX Structured Products
Currency CHF
Expiry 27.06.2025
Underlying Alcon N, CH0432492467
Underlying ISIN CH0432492467
Strike 84.00
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 12.62%
Premium p.a. 12.58%
Leverage 12.82
Implied volatility 24.04%
Moneyness out-of-the-money
Leverage 6.1331
Delta 0.4783
Gamma 0.0021
Theta -0.0011
Rho 0.0321
Vega 0.0319
Fair value 0.63
Intrinsic value n.a.
Break-even 90.25
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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