Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338501617 |
Valor | 133850161 |
Symbol | ACL18Z |
Strike | 40.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 16/05/2024 |
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 | 0.81 |
Time value | 0.16 |
Implied volatility | 0.40% |
Leverage | 8.12 |
Delta | 0.89 |
Gamma | 0.05 |
Vega | 0.03 |
Distance to Strike | -4.04 |
Distance to Strike in % | -9.17% |
Average Spread | 0.75% |
Last Best Bid Price | 1.29 CHF |
Last Best Ask Price | 1.30 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 | 66,902 CHF |
Average Sell Value | 67,402 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |