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Call-Warrant
Symbol:
SUNDQZ
ISIN:
CH1281049481
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
16.05.24
10:45:00 |
|
1.090
|
1.100
|
CHF |
| Volume |
50,000
|
50,000
|
||
Performance
| Closing prev. day | 1.130 | ||||
| Diff. absolute / % | -0.06 | -5.04% | |||
Determined prices
| Last Price | 0.840 | Volume | 625 | |
| Time | 09:15:53 | Date | 15/04/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281049481 |
| Valor | 128104948 |
| Symbol | SUNDQZ |
| Strike | 100.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/12/2023 |
| 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 |
Key data
| Intrinsic value | 0.91 |
| Time value | 0.19 |
| Implied volatility | 0.35% |
| Leverage | 5.00 |
| Delta | 0.93 |
| Gamma | 0.02 |
| Vega | 0.10 |
| Distance to Strike | -18.20 |
| Distance to Strike in % | -15.40% |
market maker quality Date: 15/05/2024
| Average Spread | 0.88% |
| Last Best Bid Price | 1.12 CHF |
| Last Best Ask Price | 1.13 CHF |
| Last Best Bid Volume | 50,000 |
| Last Best Ask Volume | 50,000 |
| Average Buy Volume | 50,000 |
| Average Sell Volume | 50,000 |
| Average Buy Value | 56,867 CHF |
| Average Sell Value | 57,367 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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