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Call-Warrant
Symbol:
SRELOZ
ISIN:
CH1235745812
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.420 | ||||
| Diff. absolute / % | 0.09 | +27.27% | |||
Determined prices
| Last Price | 0.420 | Volume | 20,000 | |
| Time | 17:14:41 | Date | 17/05/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1235745812 |
| Valor | 123574581 |
| Symbol | SRELOZ |
| Strike | 100.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/12/2022 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.40 |
| Time value | 0.01 |
| Implied volatility | 0.30% |
| Leverage | 10.14 |
| Delta | 0.94 |
| Gamma | 0.03 |
| Vega | 0.03 |
| Distance to Strike | -10.00 |
| Distance to Strike in % | -9.09% |
market maker quality Date: 16/05/2024
| Average Spread | 3.04% |
| Last Best Bid Price | 0.33 CHF |
| Last Best Ask Price | 0.34 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 172,756 |
| Average Sell Volume | 172,756 |
| Average Buy Value | 55,860 CHF |
| Average Sell Value | 57,587 CHF |
| Spreads Availability Ratio | 99.83% |
| Quote Availability | 99.83% |
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