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Call-Warrant
Symbol:
CMBISZ
ISIN:
CH1281050315
Issuer:
Zürcher Kantonalbank
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 | 0.390 | ||||
| Diff. absolute / % | -0.06 | -15.38% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1281050315 |
| Valor | 128105031 |
| Symbol | CMBISZ |
| Strike | 68.00 CHF |
| Type | Warrants |
| Type | Bull |
| Ratio | 10.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/12/2023 |
| Date of maturity | 28/06/2024 |
| Last trading day | 21/06/2024 |
| Settlement Type | Path-dependent |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.23 |
| Time value | 0.12 |
| Implied volatility | 0.24% |
| Leverage | 13.54 |
| Delta | 0.67 |
| Gamma | 0.08 |
| Vega | 0.09 |
| Distance to Strike | -2.30 |
| Distance to Strike in % | -3.27% |
market maker quality Date: 30/04/2024
| Average Spread | 2.61% |
| Last Best Bid Price | 0.38 CHF |
| Last Best Ask Price | 0.39 CHF |
| Last Best Bid Volume | 125,000 |
| Last Best Ask Volume | 125,000 |
| Average Buy Volume | 142,993 |
| Average Sell Volume | 142,994 |
| Average Buy Value | 54,056 CHF |
| Average Sell Value | 55,487 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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