Call-Warrant

Symbol: BKW8MZ
Underlyings: BKW AG
ISIN: CH1268372369
Issuer:
Zürcher Kantonalbank
Trade

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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
22.05.24
16:17:00
0.020
0.030
CHF
Volume
1.00 m.
250,000

Performance

Closing prev. day 0.025
Diff. absolute / % -0.01 -40.00%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268372369
Valor 126837236
Symbol BKW8MZ
Strike 150.00 CHF
Type Warrants
Type Bull
Ratio 100.00
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

Underlyings

Name BKW AG
ISIN CH0130293662
Price 144.50 CHF
Date 23/05/24 09:13
Ratio 100.00

Key data

Implied volatility 0.31%
Leverage 16.44
Delta 0.23
Gamma 0.05
Vega 0.12
Distance to Strike 5.70
Distance to Strike in % 3.95%

market maker quality Date: 22/05/2024

Average Spread 48.77%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.03 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 250,000
Average Buy Value 15,616 CHF
Average Sell Value 6,404 CHF
Spreads Availability Ratio 98.25%
Quote Availability 98.25%

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