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Call-Warrant
Symbol:
ACLVAZ
ISIN:
CH1305146701
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
22.11.24
13:06:00 |
|
2.870
|
2.880
|
CHF |
| Volume |
25,000
|
25,000
|
||
Performance
| Closing prev. day | 2.860 | ||||
| Diff. absolute / % | -0.07 | -2.45% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| 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 |
Key data
| Intrinsic value | 2.68 |
| Time value | 0.11 |
| Implied volatility | 0.43% |
| Leverage | 3.50 |
| Delta | 0.99 |
| Gamma | 0.00 |
| Vega | 0.01 |
| Distance to Strike | -13.50 |
| Distance to Strike in % | -27.27% |
market maker quality Date: 20/11/2024
| Average Spread | 0.35% |
| Last Best Bid Price | 2.76 CHF |
| Last Best Ask Price | 2.77 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 | 71,436 CHF |
| Average Sell Value | 71,686 CHF |
| Spreads Availability Ratio | 99.96% |
| Quote Availability | 99.96% |
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