SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.300 | ||||
Diff. absolute / % | 0.01 | +3.45% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268385098 |
Valor | 126838509 |
Symbol | HUBQFZ |
Strike | 76.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 24/08/2023 |
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 | 0.21 |
Time value | 0.12 |
Implied volatility | 0.23% |
Leverage | 16.05 |
Delta | 0.68 |
Gamma | 0.07 |
Vega | 0.09 |
Distance to Strike | -2.10 |
Distance to Strike in % | -2.69% |
Average Spread | 6.90% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.32 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 7,047 CHF |
Average Sell Value | 7,547 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |