SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.050 | ||||
Diff. absolute / % | -0.01 | -10.00% |
Last Price | 0.160 | Volume | 120,000 | |
Time | 11:22:07 | Date | 09/04/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305147345 |
Valor | 130514734 |
Symbol | RNO24Z |
Strike | 50.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 21/03/2024 |
Date of maturity | 28/06/2024 |
Last trading day | 21/06/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.28% |
Leverage | 19.91 |
Delta | 0.37 |
Gamma | 0.07 |
Vega | 0.06 |
Distance to Strike | 2.00 |
Distance to Strike in % | 4.17% |
Average Spread | 19.53% |
Last Best Bid Price | 0.05 CHF |
Last Best Ask Price | 0.06 CHF |
Last Best Bid Volume | 1,000,000 |
Last Best Ask Volume | 250,000 |
Average Buy Volume | 1,000,000 |
Average Sell Volume | 315,984 |
Average Buy Value | 46,283 CHF |
Average Sell Value | 17,952 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |