SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.280 | ||||
Diff. absolute / % | -0.02 | -7.14% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1305153467 |
Valor | 130515346 |
Symbol | GLETPZ |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
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 |
Implied volatility | 0.28% |
Leverage | 7.93 |
Delta | 0.38 |
Gamma | 0.06 |
Vega | 0.08 |
Distance to Strike | 2.74 |
Distance to Strike in % | 10.03% |
Average Spread | 3.61% |
Last Best Bid Price | 0.27 CHF |
Last Best Ask Price | 0.28 CHF |
Last Best Bid Volume | 200,000 |
Last Best Ask Volume | 200,000 |
Average Buy Volume | 199,850 |
Average Sell Volume | 199,850 |
Average Buy Value | 54,393 CHF |
Average Sell Value | 56,391 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |