SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
11:58:00 |
3.830
|
3.840
|
CHF | |
Volume |
25,000
|
25,000
|
Closing prev. day | 3.850 | ||||
Diff. absolute / % | -0.02 | -0.52% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1237243261 |
Valor | 123724326 |
Symbol | SX5KNZ |
Strike | 4,400.00 Points |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 16/02/2023 |
Date of maturity | 06/01/2025 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 3.39 |
Time value | 0.45 |
Leverage | 6.42 |
Delta | 0.97 |
Gamma | 0.00 |
Vega | 2.60 |
Distance to Strike | -678.96 |
Distance to Strike in % | -13.37% |
Average Spread | 0.26% |
Last Best Bid Price | 3.85 CHF |
Last Best Ask Price | 3.86 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 | 95,878 CHF |
Average Sell Value | 96,128 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |