SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | - | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH0507002522 |
Valor | 50700252 |
Symbol | USCAEZ |
Strike | 0.80 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First listing date | 17/12/2020 |
Date of maturity | 25/06/2021 |
Last trading day | 18/06/2021 |
Settlement Type | Keine Angabe |
IRS 871m | Not available |
Currency safeguarded | No |
Pricing | Keine Angabe |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.14% |
Leverage | 0.07 |
Delta | -0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | 0.11 |
Distance to Strike in % | 12.46% |
Average Spread | 175.00% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.02 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 250,000 |
Average Buy Value | 1,000 CHF |
Average Sell Value | 3,750 CHF |
Spreads Availability Ratio | 98.40% |
Quote Availability | 98.40% |