Call-Warrant

Symbol: PSPPXZ
Underlyings: PSP Swiss Property AG
ISIN: CH1268390858
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.

Performance

Closing prev. day 0.190
Diff. absolute / % -0.02 -10.53%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1268390858
Valor 126839085
Symbol PSPPXZ
Strike 120.00 CHF
Type Warrants
Type Bull
Ratio 10.00
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

Underlyings

Name PSP Swiss Property AG
ISIN CH0018294154
Price 113.90 CHF
Date 17/05/24 17:30
Ratio 10.00

Key data

Implied volatility 0.17%
Leverage 14.74
Delta 0.23
Gamma 0.03
Vega 0.20
Distance to Strike 6.50
Distance to Strike in % 5.73%

market maker quality Date: 16/05/2024

Average Spread 4.96%
Last Best Bid Price 0.18 CHF
Last Best Ask Price 0.19 CHF
Last Best Bid Volume 300,000
Last Best Ask Volume 300,000
Average Buy Volume 268,701
Average Sell Volume 268,701
Average Buy Value 52,771 CHF
Average Sell Value 55,458 CHF
Spreads Availability Ratio 99.77%
Quote Availability 99.77%

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