SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.990 | ||||
Diff. absolute / % | 0.13 | +15.12% |
Last Price | 0.580 | Volume | 10,000 | |
Time | 10:23:23 | Date | 04/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268380644 |
Valor | 126838064 |
Symbol | XAUC5Z |
Strike | 2,200.00 USD |
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 | 02/07/2024 |
Last trading day | 25/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.89 |
Time value | 0.10 |
Implied volatility | 0.21% |
Leverage | 11.35 |
Delta | 0.95 |
Gamma | 0.00 |
Vega | 0.86 |
Distance to Strike | -177.78 |
Distance to Strike in % | -7.48% |
Average Spread | 1.14% |
Last Best Bid Price | 0.85 CHF |
Last Best Ask Price | 0.86 CHF |
Last Best Bid Volume | 75,000 |
Last Best Ask Volume | 75,000 |
Average Buy Volume | 75,000 |
Average Sell Volume | 75,000 |
Average Buy Value | 65,514 CHF |
Average Sell Value | 66,264 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |