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Put-Warrant
Symbol:
RNOZPZ
ISIN:
CH1305151347
Issuer:
Zürcher Kantonalbank
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
06.05.24
12:08:00 |
|
0.310
|
0.320
|
CHF |
| Volume |
175,000
|
175,000
|
||
Performance
| Closing prev. day | 0.330 | ||||
| Diff. absolute / % | -0.02 | -6.06% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Put-Warrant |
| ISIN | CH1305151347 |
| Valor | 130515134 |
| Symbol | RNOZPZ |
| Strike | 50.00 EUR |
| Type | Warrants |
| Type | Bear |
| Ratio | 20.00 |
| SVSP Code | 2100 |
| COSI Product | No |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 11/04/2024 |
| Date of maturity | 31/12/2024 |
| Last trading day | 20/12/2024 |
| Settlement Type | Cash payout |
| IRS 871m | Not applicable |
| Currency safeguarded | No |
| Pricing | Clean |
| Issuer | Zürcher Kantonalbank |
Underlyings
| Name | Renault S.A. |
| ISIN | FR0000131906 |
| Price |
48.435 EUR
|
| Date | 06/05/24 14:03 |
| Ratio | 20.00 |
Key data
| Intrinsic value | 0.10 |
| Time value | 0.21 |
| Implied volatility | 0.35% |
| Leverage | 3.95 |
| Delta | -0.51 |
| Gamma | 0.03 |
| Vega | 0.15 |
| Distance to Strike | -2.00 |
| Distance to Strike in % | -4.17% |
market maker quality Date: 03/05/2024
| Average Spread | 3.04% |
| Last Best Bid Price | 0.32 CHF |
| Last Best Ask Price | 0.33 CHF |
| Last Best Bid Volume | 175,000 |
| Last Best Ask Volume | 175,000 |
| Average Buy Volume | 175,000 |
| Average Sell Volume | 175,000 |
| Average Buy Value | 56,772 CHF |
| Average Sell Value | 58,522 CHF |
| Spreads Availability Ratio | 100.00% |
| Quote Availability | 100.00% |
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