SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.320 | ||||
Diff. absolute / % | 0.02 | +6.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268367013 |
Valor | 126836701 |
Symbol | DBKYAZ |
Strike | 14.00 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 | 0.26 |
Time value | 0.06 |
Implied volatility | 0.29% |
Leverage | 8.21 |
Delta | 0.70 |
Gamma | 0.13 |
Vega | 0.02 |
Distance to Strike | -1.04 |
Distance to Strike in % | -6.91% |
Average Spread | 3.20% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 173,956 |
Average Sell Volume | 173,956 |
Average Buy Value | 53,567 CHF |
Average Sell Value | 55,307 CHF |
Spreads Availability Ratio | 99.38% |
Quote Availability | 99.38% |