SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.730 | ||||
Diff. absolute / % | 0.08 | +12.31% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268366726 |
Valor | 126836672 |
Symbol | ASMN0Z |
Strike | 800.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 05/06/2023 |
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 |
Intrinsic value | 0.51 |
Time value | 0.24 |
Implied volatility | 0.43% |
Leverage | 9.05 |
Delta | 0.80 |
Gamma | 0.00 |
Vega | 0.75 |
Distance to Strike | -51.00 |
Distance to Strike in % | -5.99% |
Average Spread | 1.33% |
Last Best Bid Price | 0.73 CHF |
Last Best Ask Price | 0.74 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,046 |
Average Sell Volume | 75,046 |
Average Buy Value | 56,215 CHF |
Average Sell Value | 56,965 CHF |
Spreads Availability Ratio | 99.87% |
Quote Availability | 99.87% |