SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
17.05.24
11:56:00 |
0.180
|
0.190
|
CHF | |
Volume |
300,000
|
300,000
|
Closing prev. day | 0.180 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268369340 |
Valor | 126836934 |
Symbol | HEN3SZ |
Strike | 80.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
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 |
Intrinsic value | 0.15 |
Time value | 0.03 |
Implied volatility | 0.23% |
Leverage | 13.18 |
Delta | 0.71 |
Gamma | 0.04 |
Vega | 0.09 |
Distance to Strike | -3.76 |
Distance to Strike in % | -4.49% |
Average Spread | 5.13% |
Last Best Bid Price | 0.18 CHF |
Last Best Ask Price | 0.19 CHF |
Last Best Bid Volume | 300,000 |
Last Best Ask Volume | 300,000 |
Average Buy Volume | 273,770 |
Average Sell Volume | 273,770 |
Average Buy Value | 51,959 CHF |
Average Sell Value | 54,696 CHF |
Spreads Availability Ratio | 99.25% |
Quote Availability | 99.25% |