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Call-Warrant
Symbol:
BARYPZ
ISIN:
CH1268380214
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
| Please note that data is only available after start of trading. | ||||
Performance
| Closing prev. day | 0.100 | ||||
| Diff. absolute / % | -0.01 | -10.00% | |||
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 | CH1268380214 |
| Valor | 126838021 |
| Symbol | BARYPZ |
| Strike | 1,680.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 200.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 28/07/2023 |
| 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
| Implied volatility | 0.29% |
| Leverage | 24.73 |
| Delta | 0.27 |
| Gamma | 0.00 |
| Vega | 1.60 |
| Distance to Strike | 107.00 |
| Distance to Strike in % | 6.80% |
market maker quality Date: 16/05/2024
| Average Spread | 11.49% |
| Last Best Bid Price | 0.09 CHF |
| Last Best Ask Price | 0.10 CHF |
| Last Best Bid Volume | 625,000 |
| Last Best Ask Volume | 325,000 |
| Average Buy Volume | 620,559 |
| Average Sell Volume | 317,376 |
| Average Buy Value | 50,955 CHF |
| Average Sell Value | 29,226 CHF |
| Spreads Availability Ratio | 99.76% |
| Quote Availability | 99.76% |
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