SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
22.11.24
13:20:00 |
3.640
|
3.650
|
CHF | |
Volume |
25,000
|
25,000
|
Closing prev. day | 3.630 | ||||
Diff. absolute / % | 0.01 | +0.28% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305146651 |
Valor | 130514665 |
Symbol | ACLHXZ |
Strike | 32.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/03/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 3.48 |
Time value | 0.07 |
Implied volatility | 0.50% |
Leverage | 2.78 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -17.50 |
Distance to Strike in % | -35.35% |
Average Spread | 0.28% |
Last Best Bid Price | 3.53 CHF |
Last Best Ask Price | 3.54 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 | 90,629 CHF |
Average Sell Value | 90,879 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |