SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | -0.02 | -16.67% |
Last Price | 0.120 | Volume | 3,000 | |
Time | 10:49:06 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268389116 |
Valor | 126838911 |
Symbol | EURVRZ |
Strike | 0.97 CHF |
Type | Warrants |
Type | Bull |
Ratio | 0.10 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 19/09/2023 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.04 |
Time value | 0.06 |
Implied volatility | 0.05% |
Leverage | 63.62 |
Delta | 0.65 |
Gamma | 22.23 |
Vega | 0.00 |
Distance to Strike | -0.00 |
Distance to Strike in % | -0.43% |
Average Spread | 8.82% |
Last Best Bid Price | 0.11 CHF |
Last Best Ask Price | 0.12 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 477,447 |
Average Sell Volume | 477,445 |
Average Buy Value | 51,759 CHF |
Average Sell Value | 56,533 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |