SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
29.04.24
10:03:00 |
0.750
|
-
|
CHF | |
Volume |
75,000
|
0
|
Closing prev. day | 0.760 | ||||
Diff. absolute / % | 0.39 | +105.41% |
Last Price | 0.240 | Volume | 17,000 | |
Time | 10:27:50 | Date | 20/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268374365 |
Valor | 126837436 |
Symbol | GOO6YZ |
Strike | 160.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/06/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Delta | 0.76 |
Gamma | 0.01 |
Vega | 0.21 |
Distance to Strike | -13.63 |
Distance to Strike in % | -7.85% |
Average Spread | 1.08% |
Last Best Bid Price | 0.76 CHF |
Last Best Ask Price | 0.95 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 76,424 |
Average Sell Volume | 76,424 |
Average Buy Value | 70,610 CHF |
Average Sell Value | 71,375 CHF |
Spreads Availability Ratio | 22.15% |
Quote Availability | 74.16% |