SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | -0.02 | -12.50% |
Last Price | 0.300 | Volume | 1,600 | |
Time | 09:15:24 | Date | 14/03/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1281050497 |
Valor | 128105049 |
Symbol | ADYWOZ |
Strike | 1,360.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 1,000.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 11/12/2023 |
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 |
Implied volatility | 0.43% |
Leverage | 5.54 |
Delta | 0.60 |
Gamma | 0.00 |
Vega | 3.81 |
Distance to Strike | 77.80 |
Distance to Strike in % | 6.07% |
Average Spread | 6.06% |
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 | 325,028 |
Average Sell Volume | 325,028 |
Average Buy Value | 51,996 CHF |
Average Sell Value | 55,246 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |