Call-Warrant

Symbol: ACLF2Z
ISIN: CH1338501641
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
05.02.25
13:17:00
0.620
0.630
CHF
Volume
50,000
50,000

Performance

Closing prev. day 0.670
Diff. absolute / % -0.05 -7.46%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1338501641
Valor 133850164
Symbol ACLF2Z
Strike 42.00 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

Underlyings

Name Accelleron Industries AG
ISIN CH1169360919
Price 43.6600 CHF
Date 05/02/25 13:30
Ratio 5.00

Key data

Intrinsic value 0.38
Time value 0.27
Implied volatility 0.37%
Leverage 9.73
Delta 0.72
Gamma 0.09
Vega 0.05
Distance to Strike -1.92
Distance to Strike in % -4.37%

market maker quality Date: 04/02/2025

Average Spread 1.43%
Last Best Bid Price 0.66 CHF
Last Best Ask Price 0.67 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 34,722 CHF
Average Sell Value 35,222 CHF
Spreads Availability Ratio 98.21%
Quote Availability 98.21%

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