SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.180 | ||||
Diff. absolute / % | -0.02 | -10.53% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305154051 |
Valor | 130515405 |
Symbol | RNOLWZ |
Strike | 46.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
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 | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.38% |
Leverage | 4.24 |
Delta | -0.31 |
Gamma | 0.03 |
Vega | 0.13 |
Distance to Strike | 3.86 |
Distance to Strike in % | 7.74% |
Average Spread | 5.36% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 296,624 |
Average Sell Volume | 296,624 |
Average Buy Value | 53,844 CHF |
Average Sell Value | 56,810 CHF |
Spreads Availability Ratio | 99.85% |
Quote Availability | 99.85% |