Call-Warrant

Symbol: ACLWHZ
ISIN: CH1305131380
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
22.11.24
12:50:00
3.950
3.960
CHF
Volume
25,000
25,000

Performance

Closing prev. day 3.980
Diff. absolute / % -0.02 -0.50%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1305131380
Valor 130513138
Symbol ACLWHZ
Strike 30.00 CHF
Type Warrants
Type Bull
Ratio 5.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 23/01/2024
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Accelleron Industries AG
ISIN CH1169360919
Price 49.6600 CHF
Date 22/11/24 12:49
Ratio 5.00

Key data

Intrinsic value 3.90
Time value 0.00
Implied volatility 0.78%
Leverage 2.54
Delta 1.00
Distance to Strike -19.48
Distance to Strike in % -39.37%

market maker quality Date: 20/11/2024

Average Spread 0.25%
Last Best Bid Price 3.88 CHF
Last Best Ask Price 3.89 CHF
Last Best Bid Volume 25,000
Last Best Ask Volume 25,000
Average Buy Volume 25,000
Average Sell Volume 25,000
Average Buy Value 99,463 CHF
Average Sell Value 99,713 CHF
Spreads Availability Ratio 99.97%
Quote Availability 99.97%

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