SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.410 | ||||
Diff. absolute / % | -0.06 | -13.04% |
Last Price | 0.270 | Volume | 5,000 | |
Time | 16:34:03 | Date | 06/05/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305133162 |
Valor | 130513316 |
Symbol | AVGJ0Z |
Strike | 1,700.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/01/2024 |
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 |
Implied volatility | 0.36% |
Leverage | 6.18 |
Delta | 0.36 |
Gamma | 0.00 |
Vega | 4.30 |
Distance to Strike | 296.89 |
Distance to Strike in % | 21.16% |
Average Spread | 2.17% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 125,047 |
Average Sell Volume | 125,047 |
Average Buy Value | 57,094 CHF |
Average Sell Value | 58,344 CHF |
Spreads Availability Ratio | 98.93% |
Quote Availability | 98.93% |