Call-Warrant

Symbol: SX5IFZ
Underlyings: EURO STOXX 50 Index
ISIN: CH1237243279
Issuer:
Zürcher Kantonalbank
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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 1.430
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1237243279
Valor 123724327
Symbol SX5IFZ
Strike 4,800.00 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 28/06/2024
Last trading day 21/06/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name EURO STOXX 50 Index
ISIN EU0009658145
Price 5,078.507 Points
Date 14/05/24 19:40
Ratio 200.00

Key data

Intrinsic value 1.39
Time value 0.01
Leverage 17.22
Delta 0.95
Gamma 0.00
Vega 1.71
Distance to Strike -278.96
Distance to Strike in % -5.49%

market maker quality Date: 13/05/2024

Average Spread 0.70%
Last Best Bid Price 1.43 CHF
Last Best Ask Price 1.44 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 70,775 CHF
Average Sell Value 71,275 CHF
Spreads Availability Ratio 99.95%
Quote Availability 99.95%

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