SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.790 | ||||
Diff. absolute / % | 0.04 | +5.26% |
Last Price | 0.700 | Volume | 4,000 | |
Time | 11:38:20 | Date | 02/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268366973 |
Valor | 126836697 |
Symbol | DBKK4Z |
Strike | 12.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 4.00 |
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 | 0.76 |
Time value | 0.03 |
Implied volatility | 0.49% |
Leverage | 4.38 |
Delta | 0.92 |
Gamma | 0.06 |
Vega | 0.01 |
Distance to Strike | -3.04 |
Distance to Strike in % | -20.21% |
Average Spread | 1.29% |
Last Best Bid Price | 0.76 CHF |
Last Best Ask Price | 0.77 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 57,627 CHF |
Average Sell Value | 58,377 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |