SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
14.05.24
12:03:00 |
0.790
|
0.800
|
CHF | |
Volume |
75,000
|
75,000
|
Closing prev. day | 0.830 | ||||
Diff. absolute / % | -0.04 | -4.82% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281037353 |
Valor | 128103735 |
Symbol | UNA0NZ |
Strike | 46.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/11/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Leverage | 11.40 |
Delta | 0.90 |
Gamma | 0.05 |
Vega | 0.03 |
Distance to Strike | -4.18 |
Distance to Strike in % | -8.33% |
Average Spread | 1.19% |
Last Best Bid Price | 0.83 CHF |
Last Best Ask Price | 0.84 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 62,402 CHF |
Average Sell Value | 63,152 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |