SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.035 | ||||
Diff. absolute / % | -0.01 | -28.57% |
Last Price | 0.060 | Volume | 5,000 | |
Time | 10:19:49 | Date | 09/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305142957 |
Valor | 130514295 |
Symbol | AVGJRZ |
Strike | 1,750.00 USD |
Type | Warrants |
Type | Bull |
Ratio | 200.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 06/03/2024 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.49% |
Leverage | 8.42 |
Delta | 0.04 |
Gamma | 0.00 |
Vega | 0.34 |
Distance to Strike | 346.89 |
Distance to Strike in % | 24.72% |
Average Spread | 24.75% |
Last Best Bid Price | 0.04 CHF |
Last Best Ask Price | 0.05 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 992,499 |
Average Sell Volume | 250,000 |
Average Buy Value | 35,183 CHF |
Average Sell Value | 11,362 CHF |
Spreads Availability Ratio | 99.08% |
Quote Availability | 99.08% |