SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
05.02.25
13:17:00 |
0.620
|
0.630
|
CHF | |
Volume |
50,000
|
50,000
|
Closing prev. day | 0.670 | ||||
Diff. absolute / % | -0.05 | -7.46% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |