Login
Call-Warrant
Symbol:
FHZ6CZ
ISIN:
CH1268371916
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
21.05.24
11:46:00 |
|
0.230
|
0.240
|
CHF |
| Volume |
225,000
|
225,000
|
||
Performance
| Closing prev. day | 0.240 | ||||
| Diff. absolute / % | -0.01 | -4.17% | |||
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 | CH1268371916 |
| Valor | 126837191 |
| Symbol | FHZ6CZ |
| Strike | 182.7364 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 49.66 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 15/06/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.18 |
| Time value | 0.05 |
| Implied volatility | 0.30% |
| Leverage | 14.33 |
| Delta | 0.85 |
| Gamma | 0.03 |
| Vega | 0.13 |
| Distance to Strike | -9.06 |
| Distance to Strike in % | -4.73% |
market maker quality Date: 17/05/2024
| Average Spread | 4.54% |
| Last Best Bid Price | 0.23 CHF |
| Last Best Ask Price | 0.24 CHF |
| Last Best Bid Volume | 225,000 |
| Last Best Ask Volume | 225,000 |
| Average Buy Volume | 247,370 |
| Average Sell Volume | 247,370 |
| Average Buy Value | 53,297 CHF |
| Average Sell Value | 55,771 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.
Your Bookmarks (0)