SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
15.05.24
10:24:00 |
0.280
|
0.290
|
CHF | |
Volume |
200,000
|
200,000
|
Closing prev. day | 0.280 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305142825 |
Valor | 130514282 |
Symbol | CRMI0Z |
Strike | 350.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.32% |
Leverage | 2.07 |
Delta | 0.10 |
Gamma | 0.00 |
Vega | 0.46 |
Distance to Strike | 73.25 |
Distance to Strike in % | 26.47% |
Average Spread | 3.50% |
Last Best Bid Price | 0.28 CHF |
Last Best Ask Price | 0.29 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 197,368 |
Average Sell Volume | 197,367 |
Average Buy Value | 55,434 CHF |
Average Sell Value | 57,407 CHF |
Spreads Availability Ratio | 98.92% |
Quote Availability | 98.92% |