SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.100 | ||||
Diff. absolute / % | -0.01 | -10.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268369118 |
Valor | 126836911 |
Symbol | AIRL8Z |
Strike | 159.0111 EUR |
Type | Warrants |
Type | Bull |
Ratio | 49.69 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 13/06/2023 |
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 |
Implied volatility | 0.26% |
Leverage | 17.69 |
Delta | 0.50 |
Gamma | 0.04 |
Vega | 0.20 |
Distance to Strike | 0.77 |
Distance to Strike in % | 0.49% |
Average Spread | 9.89% |
Last Best Bid Price | 0.09 CHF |
Last Best Ask Price | 0.10 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 525,141 |
Average Sell Volume | 435,117 |
Average Buy Value | 50,481 CHF |
Average Sell Value | 46,679 CHF |
Spreads Availability Ratio | 99.87% |
Quote Availability | 99.87% |