SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.200 | ||||
Diff. absolute / % | 0.01 | +5.26% |
Last Price | 0.190 | Volume | 10,000 | |
Time | 09:38:49 | Date | 23/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1268390056 |
Valor | 126839005 |
Symbol | EMMG4Z |
Strike | 880.00 CHF |
Type | Warrants |
Type | Bear |
Ratio | 100.00 |
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 |
Implied volatility | 0.20% |
Leverage | 6.60 |
Delta | -0.13 |
Gamma | 0.00 |
Vega | 1.15 |
Distance to Strike | 54.00 |
Distance to Strike in % | 5.78% |
Average Spread | 4.91% |
Last Best Bid Price | 0.21 CHF |
Last Best Ask Price | 0.22 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,000 |
Average Sell Volume | 49,993 |
Average Buy Value | 9,952 CHF |
Average Sell Value | 10,450 CHF |
Spreads Availability Ratio | 99.55% |
Quote Availability | 99.55% |