SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.020 | ||||
Diff. absolute / % | -0.02 | -75.00% |
Last Price | 0.050 | Volume | 15,000 | |
Time | 12:18:24 | Date | 27/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268369878 |
Valor | 126836987 |
Symbol | ZALGYZ |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/06/2023 |
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 |
Implied volatility | 0.61% |
Leverage | 14.06 |
Delta | 0.14 |
Gamma | 0.06 |
Vega | 0.02 |
Distance to Strike | 4.99 |
Distance to Strike in % | 19.95% |
Average Spread | 97.78% |
Last Best Bid Price | 0.01 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 992,117 |
Average Sell Volume | 250,000 |
Average Buy Value | 5,294 CHF |
Average Sell Value | 3,833 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |