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Call-Warrant
Symbol:
CMBTWZ
ISIN:
CH1281050331
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 | 0.150 | ||||
| Diff. absolute / % | 0.02 | +15.38% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281050331 |
| Valor | 128105033 |
| Symbol | CMBTWZ |
| Strike | 72.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/12/2023 |
| 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
| Implied volatility | 0.20% |
| Leverage | 24.26 |
| Delta | 0.47 |
| Gamma | 0.07 |
| Vega | 0.09 |
| Distance to Strike | 0.40 |
| Distance to Strike in % | 0.56% |
market maker quality Date: 16/05/2024
| Average Spread | 9.36% |
| Last Best Bid Price | 0.12 CHF |
| Last Best Ask Price | 0.13 CHF |
| Last Best Bid Volume | 425,000 |
| Last Best Ask Volume | 425,000 |
| Average Buy Volume | 501,149 |
| Average Sell Volume | 431,956 |
| Average Buy Value | 51,059 CHF |
| Average Sell Value | 49,098 CHF |
| Spreads Availability Ratio | 99.76% |
| Quote Availability | 99.76% |
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