SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 1.070 | ||||
Diff. absolute / % | -0.64 | -55.17% |
Last Price | 0.740 | Volume | 17,122 | |
Time | 17:05:02 | Date | 18/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305127370 |
Valor | 130512737 |
Symbol | AVGXVZ |
Strike | 1,300.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 20/12/2023 |
Date of maturity | 27/01/2025 |
Last trading day | 17/01/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.52 |
Time value | 0.55 |
Implied volatility | 0.30% |
Leverage | 4.57 |
Delta | 0.70 |
Gamma | 0.00 |
Vega | 4.00 |
Distance to Strike | -103.11 |
Distance to Strike in % | -7.35% |
Average Spread | 0.85% |
Last Best Bid Price | 1.16 CHF |
Last Best Ask Price | 1.17 CHF |
Last Best Bid Volume | 50,000 |
Last Best Ask Volume | 50,000 |
Average Buy Volume | 50,503 |
Average Sell Volume | 50,503 |
Average Buy Value | 58,987 CHF |
Average Sell Value | 59,492 CHF |
Spreads Availability Ratio | 98.93% |
Quote Availability | 98.93% |