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 | 0.42 |
Time value | 0.07 |
Implied volatility | 0.48% |
Leverage | 16.15 |
Delta | 0.94 |
Gamma | 0.09 |
Vega | 0.01 |
Distance to Strike | -2.08 |
Distance to Strike in % | -4.94% |
Average Spread | 1.47% |
Last Best Bid Price | 0.67 CHF |
Last Best Ask Price | 0.68 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 | 33,752 CHF |
Average Sell Value | 34,252 CHF |
Spreads Availability Ratio | 96.78% |
Quote Availability | 96.78% |