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Call-Warrant
Symbol:
SCH11Z
ISIN:
CH1268375503
Issuer:
Zürcher Kantonalbank
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 | 0.310 | ||||
| Diff. absolute / % | 0.02 | +6.45% | |||
Determined prices
| Last Price | 0.190 | Volume | 1,000 | |
| Time | 15:20:42 | Date | 24/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268375503 |
| Valor | 126837550 |
| Symbol | SCH11Z |
| Strike | 238.9633 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 19.91 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 22/06/2023 |
| 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 | 0.14 |
| Time value | 0.22 |
| Implied volatility | 0.20% |
| Leverage | 21.94 |
| Delta | 0.65 |
| Gamma | 0.05 |
| Vega | 0.28 |
| Distance to Strike | -2.84 |
| Distance to Strike in % | -1.17% |
market maker quality Date: 15/05/2024
| Average Spread | 3.60% |
| Last Best Bid Price | 0.31 CHF |
| Last Best Ask Price | 0.32 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 194,302 |
| Average Sell Volume | 194,302 |
| Average Buy Value | 53,044 CHF |
| Average Sell Value | 54,987 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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