Call-Warrant

Symbol: SX5TAZ
Underlyings: EURO STOXX 50 Index
ISIN: CH1237240234
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.05.24
12:23:00
0.100
0.110
CHF
Volume
575,000
300,000

Performance

Closing prev. day 0.120
Diff. absolute / % -0.02 -16.67%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1237240234
Valor 123724023
Symbol SX5TAZ
Strike 5,000.00 Points
Type Warrants
Type Bull
Ratio 500.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 24/01/2023
Date of maturity 28/06/2024
Last trading day 21/06/2024
Settlement Type Cash payout
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name EURO STOXX 50 Index
ISIN EU0009658145
Price 4,898.2000 Points
Date 02/05/24 12:22
Ratio 500.00

Key data

Implied volatility 0.10%
Leverage 45.95
Delta 0.42
Gamma 0.00
Vega 7.12
Distance to Strike 78.78
Distance to Strike in % 1.60%

market maker quality Date: 29/04/2024

Average Spread 5.34%
Last Best Bid Price 0.17 CHF
Last Best Ask Price 0.18 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 300,000
Average Buy Volume 286,615
Average Sell Volume 286,615
Average Buy Value 52,202 CHF
Average Sell Value 55,068 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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