Call-Warrant

Symbol: SCMISZ
Underlyings: Swisscom N
ISIN: CH1281043252
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 0.170
Diff. absolute / % -0.04 -19.05%

Determined prices

Last Price - Volume -
Time - Date -

More Product Information

Core Data

Name Call-Warrant
ISIN CH1281043252
Valor 128104325
Symbol SCMISZ
Strike 510.00 CHF
Type Warrants
Type Bull
Ratio 100.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First Trading Date 20/11/2023
Date of maturity 06/01/2025
Last trading day 20/12/2024
Settlement Type Path-dependent
IRS 871m Not applicable
Currency safeguarded No
Pricing Clean
Issuer Zürcher Kantonalbank

Underlyings

Name Swisscom N
ISIN CH0008742519
Price 521.50 CHF
Date 11/11/24 17:30
Ratio 100.00

Key data

Intrinsic value 0.11
Time value 0.07
Implied volatility 0.20%
Leverage 18.75
Delta 0.61
Gamma 0.01
Vega 0.64
Distance to Strike -10.50
Distance to Strike in % -2.02%

market maker quality Date: 08/11/2024

Average Spread 5.90%
Last Best Bid Price 0.16 CHF
Last Best Ask Price 0.17 CHF
Last Best Bid Volume 325,000
Last Best Ask Volume 325,000
Average Buy Volume 313,866
Average Sell Volume 313,864
Average Buy Value 51,668 CHF
Average Sell Value 54,806 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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