Put-Warrant

Symbol: SX5YGZ
Underlyings: EURO STOXX 50 Index
ISIN: CH1237243220
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
13:53:00
0.030
0.040
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.040
Diff. absolute / % -0.01 -25.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Put-Warrant
ISIN CH1237243220
Valor 123724322
Symbol SX5YGZ
Strike 4,000.00 Points
Type Warrants
Type Bear
Ratio 200.00
SVSP Code 2100
COSI Product No
Exercise type European
Currency Swiss Franc
First Trading Date 16/02/2023
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 4,906.10 Points
Date 02/05/24 13:56
Ratio 200.00

Key data

Implied volatility 0.32%
Leverage 0.00
Delta -0.00
Gamma 0.00
Vega 0.00
Distance to Strike 921.22
Distance to Strike in % 18.72%

market maker quality Date: 30/04/2024

Average Spread 28.83%
Last Best Bid Price 0.03 CHF
Last Best Ask Price 0.04 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 29,732 CHF
Average Sell Value 9,933 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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