SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 3.580 | ||||
Diff. absolute / % | 0.09 | +2.58% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305131422 |
Valor | 130513142 |
Symbol | ACL1OZ |
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 | 23/01/2024 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 3.67 |
Time value | 0.02 |
Implied volatility | 0.90% |
Leverage | 2.73 |
Delta | 1.00 |
Distance to Strike | -18.35 |
Distance to Strike in % | -36.44% |
Average Spread | 0.28% |
Last Best Bid Price | 3.48 CHF |
Last Best Ask Price | 3.49 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 | 89,463 CHF |
Average Sell Value | 89,713 CHF |
Spreads Availability Ratio | 99.97% |
Quote Availability | 99.97% |