Call-Warrant

Symbol: SX5YXZ
Underlyings: EURO STOXX 50 Index
ISIN: CH1237243295
Issuer:
Zürcher Kantonalbank
Trade

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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 2.220
Diff. absolute / % 0.02 +0.90%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1237243295
Valor 123724329
Symbol SX5YXZ
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 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

Underlyings

Name EURO STOXX 50 Index
ISIN EU0009658145
Price 5,075.834 Points
Date 13/05/24 22:00
Ratio 200.00

Key data

Intrinsic value 1.43
Time value 0.81
Implied volatility 0.13%
Leverage 9.19
Delta 0.81
Gamma 0.00
Vega 10.76
Distance to Strike -285.08
Distance to Strike in % -5.61%

market maker quality Date: 10/05/2024

Average Spread 0.44%
Last Best Bid Price 2.22 CHF
Last Best Ask Price 2.23 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 112,806 CHF
Average Sell Value 113,306 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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