Login
Call-Warrant
Symbol:
SCHIRZ
ISIN:
CH1268375537
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 | 0.110 | ||||
| Diff. absolute / % | 0.01 | +9.09% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268375537 |
| Valor | 126837553 |
| Symbol | SCHIRZ |
| Strike | 248.9201 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
| Implied volatility | 0.18% |
| Leverage | 18.11 |
| Delta | 0.18 |
| Gamma | 0.03 |
| Vega | 0.20 |
| Distance to Strike | 7.12 |
| Distance to Strike in % | 2.94% |
market maker quality Date: 15/05/2024
| Average Spread | 10.81% |
| Last Best Bid Price | 0.10 CHF |
| Last Best Ask Price | 0.11 CHF |
| Last Best Bid Volume | 575,000 |
| Last Best Ask Volume | 300,000 |
| Average Buy Volume | 584,831 |
| Average Sell Volume | 334,044 |
| Average Buy Value | 51,263 CHF |
| Average Sell Value | 33,171 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)