Call-Warrant

Symbol: SX5VAZ
Underlyings: EURO STOXX 50 Index
ISIN: CH1237240259
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
02.05.24
09:11:00
0.610
0.620
CHF
Volume
125,000
125,000

Performance

Closing prev. day 0.640
Diff. absolute / % -0.05 -7.25%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1237240259
Valor 123724025
Symbol SX5VAZ
Strike 4,400.00 Points
Type Warrants
Type Bull
Ratio 1,000.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 24/01/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
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 4,898.4100 Points
Date 02/05/24 09:24
Ratio 1,000.00

Key data

Delta 0.92
Gamma 0.00
Vega 5.97
Distance to Strike -521.22
Distance to Strike in % -10.59%

market maker quality Date: 29/04/2024

Average Spread 1.43%
Last Best Bid Price 0.68 CHF
Last Best Ask Price 0.69 CHF
Last Best Bid Volume 125,000
Last Best Ask Volume 125,000
Average Buy Volume 125,000
Average Sell Volume 125,000
Average Buy Value 86,508 CHF
Average Sell Value 87,758 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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