SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.290 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.180 | Volume | 20,000 | |
Time | 10:17:58 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268383077 |
Valor | 126838307 |
Symbol | EURAVZ |
Strike | 0.95 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 15/08/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Leverage | 33.38 |
Delta | 0.95 |
Gamma | 4.50 |
Vega | 0.00 |
Distance to Strike | -0.03 |
Distance to Strike in % | -3.11% |
Average Spread | 3.69% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 200,000 |
Average Sell Volume | 200,000 |
Average Buy Value | 53,239 CHF |
Average Sell Value | 55,239 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |