SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.430 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | 0.430 | Volume | 10,000 | |
Time | 10:33:20 | Date | 03/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281041629 |
Valor | 128104162 |
Symbol | BNPPGZ |
Strike | 60.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/11/2023 |
Date of maturity | 31/12/2024 |
Last trading day | 20/12/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.37 |
Time value | 0.03 |
Implied volatility | 0.20% |
Leverage | 6.60 |
Delta | 0.78 |
Gamma | 0.03 |
Vega | 0.14 |
Distance to Strike | -7.45 |
Distance to Strike in % | -11.05% |
Average Spread | 2.46% |
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 | 132,549 |
Average Sell Volume | 132,549 |
Average Buy Value | 53,213 CHF |
Average Sell Value | 54,538 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |