SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.440 | ||||
Diff. absolute / % | 0.13 | +9.92% |
Last Price | 0.470 | Volume | 10,000 | |
Time | 16:22:20 | Date | 18/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268388381 |
Valor | 126838838 |
Symbol | XAUY2Z |
Strike | 2,100.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 18/09/2023 |
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 | 1.39 |
Time value | 0.05 |
Leverage | 8.20 |
Delta | 0.99 |
Gamma | 0.00 |
Vega | 0.14 |
Distance to Strike | -277.78 |
Distance to Strike in % | -11.68% |
Average Spread | 0.76% |
Last Best Bid Price | 1.30 CHF |
Last Best Ask Price | 1.31 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 50,000 |
Average Buy Value | 65,898 CHF |
Average Sell Value | 66,398 CHF |
Spreads Availability Ratio | 99.89% |
Quote Availability | 99.89% |