SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.310 | ||||
Diff. absolute / % | 0.09 | +6.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305146701 |
Valor | 130514670 |
Symbol | ACLVAZ |
Strike | 36.00 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 | 1.22 |
Time value | 0.04 |
Implied volatility | 0.86% |
Leverage | 6.68 |
Delta | 1.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -6.08 |
Distance to Strike in % | -14.45% |
Average Spread | 0.70% |
Last Best Bid Price | 1.41 CHF |
Last Best Ask Price | 1.42 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 70,772 CHF |
Average Sell Value | 71,272 CHF |
Spreads Availability Ratio | 96.79% |
Quote Availability | 96.79% |