SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.300 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1305153574 |
Valor | 130515357 |
Symbol | GLE7ZZ |
Strike | 25.00 EUR |
Type | Warrants |
Type | Bear |
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 | 0.32% |
Leverage | 5.48 |
Delta | -0.30 |
Gamma | 0.06 |
Vega | 0.07 |
Distance to Strike | 2.26 |
Distance to Strike in % | 8.31% |
Average Spread | 3.26% |
Last Best Bid Price | 0.30 CHF |
Last Best Ask Price | 0.31 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 | 52,798 CHF |
Average Sell Value | 54,548 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |