SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.01 | -10.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268380214 |
Valor | 126838021 |
Symbol | BARYPZ |
Strike | 1,680.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 28/07/2023 |
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 |
Implied volatility | 0.29% |
Leverage | 24.73 |
Delta | 0.27 |
Gamma | 0.00 |
Vega | 1.60 |
Distance to Strike | 107.00 |
Distance to Strike in % | 6.80% |
Average Spread | 11.49% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 625,000 |
Last Best Ask Volume | 325,000 |
Average Buy Volume | 620,559 |
Average Sell Volume | 317,376 |
Average Buy Value | 50,955 CHF |
Average Sell Value | 29,226 CHF |
Spreads Availability Ratio | 99.76% |
Quote Availability | 99.76% |