SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
Diff. absolute / % | -0.02 | -5.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268375024 |
Valor | 126837502 |
Symbol | FHZDLZ |
Strike | 188.6952 CHF |
Type | Warrants |
Type | Bull |
Ratio | 19.86 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 22/06/2023 |
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 |
Intrinsic value | 0.06 |
Time value | 0.20 |
Implied volatility | 0.22% |
Leverage | 20.61 |
Delta | 0.56 |
Gamma | 0.04 |
Vega | 0.22 |
Distance to Strike | -1.20 |
Distance to Strike in % | -0.63% |
Average Spread | 3.32% |
Last Best Bid Price | 0.32 CHF |
Last Best Ask Price | 0.33 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 183,586 |
Average Sell Volume | 183,590 |
Average Buy Value | 54,356 CHF |
Average Sell Value | 56,193 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |