SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1250737264 |
Valor | 125073726 |
Symbol | GOLDBZ |
Strike | 16.00 USD |
Type | Warrants |
Type | Bear |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/05/2023 |
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 |
Implied volatility | 0.35% |
Leverage | 11.43 |
Delta | -0.38 |
Gamma | 0.18 |
Vega | 0.02 |
Distance to Strike | 0.40 |
Distance to Strike in % | 2.44% |
Average Spread | 8.09% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 475,000 |
Last Best Ask Volume | 475,000 |
Average Buy Volume | 431,202 |
Average Sell Volume | 431,202 |
Average Buy Value | 51,197 CHF |
Average Sell Value | 55,509 CHF |
Spreads Availability Ratio | 98.83% |
Quote Availability | 98.83% |