SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 2.600 | ||||
Diff. absolute / % | 0.04 | +1.54% |
Last Price | 2.090 | Volume | 2,500 | |
Time | 16:42:20 | Date | 05/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268392813 |
Valor | 126839281 |
Symbol | SCH3MZ |
Strike | 189.1793 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.91 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/09/2023 |
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 |
Intrinsic value | 2.64 |
Time value | 0.03 |
Implied volatility | 0.50% |
Leverage | 4.55 |
Delta | 1.00 |
Distance to Strike | -52.62 |
Distance to Strike in % | -21.76% |
Average Spread | 0.39% |
Last Best Bid Price | 2.60 CHF |
Last Best Ask Price | 2.61 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 63,265 CHF |
Average Sell Value | 63,515 CHF |
Spreads Availability Ratio | 99.64% |
Quote Availability | 99.64% |