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Call-Warrant
Symbol:
SUNAVZ
ISIN:
CH1268387557
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 | 0.540 | ||||
| Diff. absolute / % | -0.04 | -7.41% | |||
Determined prices
| Last Price | 0.350 | Volume | 500 | |
| Time | 17:03:53 | Date | 17/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268387557 |
| Valor | 126838755 |
| Symbol | SUNAVZ |
| Strike | 110.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 12/09/2023 |
| 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
| Intrinsic value | 0.44 |
| Time value | 0.08 |
| Implied volatility | 0.36% |
| Leverage | 10.63 |
| Delta | 0.93 |
| Gamma | 0.03 |
| Vega | 0.05 |
| Distance to Strike | -8.80 |
| Distance to Strike in % | -7.41% |
market maker quality Date: 15/05/2024
| Average Spread | 1.83% |
| Last Best Bid Price | 0.53 CHF |
| Last Best Ask Price | 0.54 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 101,953 |
| Average Sell Volume | 101,953 |
| Average Buy Value | 55,395 CHF |
| Average Sell Value | 56,415 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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