SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.430 | ||||
Diff. absolute / % | 0.02 | +4.88% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281048889 |
Valor | 128104888 |
Symbol | KARZQZ |
Strike | 220.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 100.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
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 |
Intrinsic value | 0.33 |
Time value | 0.09 |
Implied volatility | 0.42% |
Leverage | 5.03 |
Delta | 0.83 |
Gamma | 0.01 |
Vega | 0.36 |
Distance to Strike | -33.00 |
Distance to Strike in % | -13.04% |
Average Spread | 2.43% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 127,407 |
Average Sell Volume | 127,406 |
Average Buy Value | 51,693 CHF |
Average Sell Value | 52,967 CHF |
Spreads Availability Ratio | 99.76% |
Quote Availability | 99.76% |