SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.080 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.100 | Volume | 700 | |
Time | 12:42:15 | Date | 08/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305147485 |
Valor | 130514748 |
Symbol | ZALUZZ |
Strike | 24.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
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 |
Intrinsic value | 0.03 |
Time value | 0.04 |
Implied volatility | 0.53% |
Leverage | 8.56 |
Delta | 0.61 |
Gamma | 0.10 |
Vega | 0.03 |
Distance to Strike | -0.65 |
Distance to Strike in % | -2.64% |
Average Spread | 13.10% |
Last Best Bid Price | 0.07 CHF |
Last Best Ask Price | 0.08 CHF |
Last Best Bid Volume | 675,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 710,858 |
Average Sell Volume | 367,929 |
Average Buy Value | 50,710 CHF |
Average Sell Value | 29,927 CHF |
Spreads Availability Ratio | 99.17% |
Quote Availability | 99.17% |