SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.170 | ||||
Diff. absolute / % | -0.04 | -19.05% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |