SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | 0.02 | +5.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1268389421 |
Valor | 126838942 |
Symbol | ALLJ7Z |
Strike | 150.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/09/2023 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Path-dependent |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.19 |
Time value | 0.23 |
Implied volatility | 0.17% |
Leverage | 11.56 |
Delta | 0.63 |
Gamma | 0.02 |
Vega | 0.34 |
Distance to Strike | -3.80 |
Distance to Strike in % | -2.47% |
Average Spread | 2.57% |
Last Best Bid Price | 0.40 CHF |
Last Best Ask Price | 0.41 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 145,912 |
Average Sell Volume | 145,912 |
Average Buy Value | 55,922 CHF |
Average Sell Value | 57,381 CHF |
Spreads Availability Ratio | 99.76% |
Quote Availability | 99.76% |