SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
05.02.25
14:11:00 |
0.040
|
0.050
|
CHF | |
Volume |
700,000
|
250,000
|
Closing prev. day | 0.040 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338501799 |
Valor | 133850179 |
Symbol | ACLK6Z |
Strike | 34.00 CHF |
Type | Warrants |
Type | Bear |
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 |
Implied volatility | 0.51% |
Leverage | 0.26 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 9.66 |
Distance to Strike in % | 22.13% |
Average Spread | 24.74% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 775,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 822,493 |
Average Sell Volume | 250,000 |
Average Buy Value | 29,143 CHF |
Average Sell Value | 11,368 CHF |
Spreads Availability Ratio | 98.21% |
Quote Availability | 98.21% |