SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 3.970 | ||||
Diff. absolute / % | 0.25 | +6.76% |
Last Price | 2.120 | Volume | 8,500 | |
Time | 16:14:35 | Date | 21/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281032578 |
Valor | 128103257 |
Symbol | XAULMZ |
Strike | 2,000.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 03/10/2023 |
Date of maturity | 01/10/2024 |
Last trading day | 24/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 3.78 |
Time value | 0.19 |
Leverage | 5.86 |
Delta | 0.98 |
Gamma | 0.00 |
Vega | 0.71 |
Distance to Strike | -377.78 |
Distance to Strike in % | -15.89% |
Average Spread | 0.27% |
Last Best Bid Price | 3.69 CHF |
Last Best Ask Price | 3.70 CHF |
Last Best Bid Volume | 25,000 |
Last Best Ask Volume | 25,000 |
Average Buy Volume | 25,000 |
Average Sell Volume | 25,000 |
Average Buy Value | 93,172 CHF |
Average Sell Value | 93,422 CHF |
Spreads Availability Ratio | 99.90% |
Quote Availability | 99.90% |