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Call-Warrant
Symbol:
LLYLPZ
ISIN:
CH1305143393
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
18.06.24
13:50:00 |
|
0.910
|
0.920
|
CHF |
| Volume |
75,000
|
75,000
|
||
Performance
| Closing prev. day | 0.880 | ||||
| Diff. absolute / % | 0.03 | +3.41% | |||
Determined prices
| Last Price | 0.870 | Volume | 20,000 | |
| Time | 15:52:27 | Date | 14/06/2024 |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1305143393 |
| Valor | 130514339 |
| Symbol | LLYLPZ |
| Strike | 820.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 100.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/03/2024 |
| Date of maturity | 27/09/2024 |
| Last trading day | 20/09/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Key data
| Intrinsic value | 0.65 |
| Time value | 0.26 |
| Implied volatility | 0.25% |
| Leverage | 9.01 |
| Delta | 0.93 |
| Gamma | 0.00 |
| Vega | 0.63 |
| Distance to Strike | -65.35 |
| Distance to Strike in % | -7.38% |
market maker quality Date: 17/06/2024
| Average Spread | 1.15% |
| Last Best Bid Price | 0.88 CHF |
| Last Best Ask Price | 0.89 CHF |
| Last Best Bid Volume | 75,000 |
| Last Best Ask Volume | 75,000 |
| Average Buy Volume | 75,000 |
| Average Sell Volume | 75,000 |
| Average Buy Value | 64,712 CHF |
| Average Sell Value | 65,462 CHF |
| Spreads Availability Ratio | 99.14% |
| Quote Availability | 99.14% |
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