Put-Warrant

Symbol: SUNW6Z
Underlyings: Sulzer AG
ISIN: CH1281038070
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
16.05.24
09:23:00
0.030
0.040
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.040
Diff. absolute / % -0.01 -25.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1281038070
Valor 128103807
Symbol SUNW6Z
Strike 76.00 CHF
Type Warrants
Type Bear
Ratio 20.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 07/11/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Sulzer AG
ISIN CH0038388911
Price 118.00 CHF
Date 16/05/24 12:01
Ratio 20.00

Key data

Implied volatility 0.38%
Leverage 0.11
Delta -0.00
Gamma 0.00
Vega 0.00
Distance to Strike 42.00
Distance to Strike in % 35.59%

market maker quality Date: 15/05/2024

Average Spread 19.85%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 944,125
Average Sell Volume 414,817
Average Buy Value 45,260 CHF
Average Sell Value 25,287 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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