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Call-Warrant
Symbol:
GEBVYZ
ISIN:
CH1268367690
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
14:07:00 |
|
0.440
|
0.450
|
CHF |
| Volume |
125,000
|
125,000
|
||
Performance
| Closing prev. day | 0.460 | ||||
| Diff. absolute / % | -0.02 | -4.35% | |||
Determined prices
| Last Price | 0.240 | Volume | 2,500 | |
| Time | 16:44:27 | Date | 13/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268367690 |
| Valor | 126836769 |
| Symbol | GEBVYZ |
| Strike | 520.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 06/06/2023 |
| 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 | 0.04 |
| Implied volatility | 0.31% |
| Leverage | 10.81 |
| Delta | 0.85 |
| Gamma | 0.01 |
| Vega | 0.38 |
| Distance to Strike | -39.60 |
| Distance to Strike in % | -7.08% |
market maker quality Date: 17/05/2024
| Average Spread | 2.19% |
| Last Best Bid Price | 0.45 CHF |
| Last Best Ask Price | 0.46 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,000 |
| Average Sell Volume | 125,000 |
| Average Buy Value | 56,556 CHF |
| Average Sell Value | 57,806 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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