SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.065 | ||||
Diff. absolute / % | -0.01 | -7.69% |
Last Price | 0.160 | Volume | 120,000 | |
Time | 11:22:07 | Date | 09/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305147345 |
Valor | 130514734 |
Symbol | RNO24Z |
Strike | 50.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2024 |
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 |
Implied volatility | 0.22% |
Leverage | 22.78 |
Delta | 0.50 |
Gamma | 0.09 |
Vega | 0.06 |
Distance to Strike | 0.14 |
Distance to Strike in % | 0.28% |
Average Spread | 18.13% |
Last Best Bid Price | 0.06 CHF |
Last Best Ask Price | 0.07 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 991,759 |
Average Sell Volume | 481,704 |
Average Buy Value | 49,794 CHF |
Average Sell Value | 29,077 CHF |
Spreads Availability Ratio | 99.85% |
Quote Availability | 99.85% |