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Call-Warrant
Symbol:
USD0XZ
ISIN:
CH1268383234
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
13.05.24
09:25:00 |
|
0.130
|
0.140
|
CHF |
| Volume |
400,000
|
400,000
|
||
Performance
| Closing prev. day | 0.140 | ||||
| Diff. absolute / % | -0.01 | -7.14% | |||
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 | CH1268383234 |
| Valor | 126838323 |
| Symbol | USD0XZ |
| 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 | 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 |
Key data
| Intrinsic value | 0.07 |
| Time value | 0.06 |
| Implied volatility | 0.03% |
| Leverage | 45.66 |
| Delta | 0.65 |
| Gamma | 11.69 |
| Vega | 0.00 |
| Distance to Strike | -0.01 |
| Distance to Strike in % | -0.71% |
market maker quality Date: 10/05/2024
| Average Spread | 7.33% |
| Last Best Bid Price | 0.13 CHF |
| Last Best Ask Price | 0.14 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 395,189 |
| Average Sell Volume | 395,190 |
| Average Buy Value | 51,978 CHF |
| Average Sell Value | 55,930 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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