SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.120 | ||||
Diff. absolute / % | -0.02 | -16.67% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268379398 |
Valor | 126837939 |
Symbol | USDK5Z |
Strike | 0.90 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 26/07/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.07 |
Time value | 0.04 |
Implied volatility | 0.06% |
Leverage | 56.28 |
Delta | 0.68 |
Gamma | 19.77 |
Vega | 0.00 |
Distance to Strike | -0.01 |
Distance to Strike in % | -0.72% |
Average Spread | 8.04% |
Last Best Bid Price | 0.12 CHF |
Last Best Ask Price | 0.13 CHF |
Last Best Bid Volume | 425,000 |
Last Best Ask Volume | 425,000 |
Average Buy Volume | 427,797 |
Average Sell Volume | 427,797 |
Average Buy Value | 51,071 CHF |
Average Sell Value | 55,349 CHF |
Spreads Availability Ratio | 96.89% |
Quote Availability | 96.89% |