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Call-Warrant
Symbol:
RNO3YZ
ISIN:
CH1268367252
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.24
13:06:00 |
|
0.420
|
0.430
|
CHF |
| Volume |
125,000
|
125,000
|
||
Performance
| Closing prev. day | 0.400 | ||||
| Diff. absolute / % | 0.02 | +5.00% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1268367252 |
| Valor | 126836725 |
| Symbol | RNO3YZ |
| Strike | 40.00 EUR |
| Type | Warrants |
| Type | Bull |
| Ratio | 20.00 |
| 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 |
Underlyings
| Name | Renault S.A. |
| ISIN | FR0000131906 |
| Price |
48.445 EUR
|
| Date | 06/05/24 14:02 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.40 |
| Time value | 0.02 |
| Implied volatility | 0.51% |
| Leverage | 5.47 |
| Delta | 0.96 |
| Gamma | 0.02 |
| Vega | 0.01 |
| Distance to Strike | -8.00 |
| Distance to Strike in % | -16.67% |
market maker quality Date: 03/05/2024
| Average Spread | 2.46% |
| Last Best Bid Price | 0.40 CHF |
| Last Best Ask Price | 0.41 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 125,262 |
| Average Sell Volume | 125,262 |
| Average Buy Value | 50,391 CHF |
| Average Sell Value | 51,643 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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