SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.005 | ||||
Diff. absolute / % | -0.00 | -80.00% |
Last Price | 0.005 | Volume | 12,000 | |
Time | 11:02:06 | Date | 22/02/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1164386315 |
Valor | 116438631 |
Symbol | NESBYZ |
Strike | 120.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 27/07/2022 |
Date of maturity | 21/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Physical delivery |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.36% |
Leverage | 0.19 |
Delta | 0.00 |
Gamma | 0.00 |
Vega | 0.00 |
Distance to Strike | -27.02 |
Distance to Strike in % | -29.06% |
Average Spread | 163.64% |
Last Best Bid Price | 0.00 CHF |
Last Best Ask Price | 0.01 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 990,754 |
Average Sell Volume | 250,000 |
Average Buy Value | 991 CHF |
Average Sell Value | 2,500 CHF |
Spreads Availability Ratio | 84.45% |
Quote Availability | 84.45% |