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Call-Warrant
Symbol:
JPYROZ
ISIN:
CH1305152477
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 | 0.080 | ||||
| Diff. absolute / % | -0.01 | -12.50% | |||
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 | CH1305152477 |
| Valor | 130515247 |
| Symbol | JPYROZ |
| Strike | 0.0062 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 0.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | European |
| Currency | Swiss Franc |
| First Trading Date | 25/04/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.11% |
| Leverage | 18.36 |
| Delta | 0.22 |
| Gamma | 796.53 |
| Vega | 0.00 |
| Distance to Strike | 0.00 |
| Distance to Strike in % | 6.18% |
market maker quality Date: 16/05/2024
| Average Spread | 12.85% |
| Last Best Bid Price | 0.07 CHF |
| Last Best Ask Price | 0.08 CHF |
| Last Best Bid Volume | 725,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 696,137 |
| Average Sell Volume | 360,568 |
| Average Buy Value | 50,693 CHF |
| Average Sell Value | 29,863 CHF |
| Spreads Availability Ratio | 99.90% |
| Quote Availability | 99.90% |
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