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Call-Warrant
Symbol:
ZURPRZ
ISIN:
CH1206989522
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 | 0.160 | ||||
| Diff. absolute / % | 0.04 | +25.00% | |||
Determined prices
| Last Price | 0.750 | Volume | 6,000 | |
| Time | 16:31:13 | Date | 27/03/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1206989522 |
| Valor | 120698952 |
| Symbol | ZURPRZ |
| Strike | 450.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 50.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 30/11/2022 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Implied volatility | 0.21% |
| Leverage | 20.09 |
| Delta | 0.43 |
| Gamma | 0.01 |
| Vega | 0.61 |
| Distance to Strike | 4.50 |
| Distance to Strike in % | 1.01% |
market maker quality Date: 03/05/2024
| Average Spread | 5.99% |
| Last Best Bid Price | 0.15 CHF |
| Last Best Ask Price | 0.16 CHF |
| Last Best Bid Volume | 375,000 |
| Last Best Ask Volume | 375,000 |
| Average Buy Volume | 340,252 |
| Average Sell Volume | 340,252 |
| Average Buy Value | 55,161 CHF |
| Average Sell Value | 58,564 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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