SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
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 | CH1305153947 |
Valor | 130515394 |
Symbol | RMS5IZ |
Strike | 2,289.7299 EUR |
Type | Warrants |
Type | Bear |
Ratio | 497.76 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
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 |
Intrinsic value | 0.01 |
Time value | 0.13 |
Implied volatility | 0.26% |
Leverage | 16.07 |
Delta | -0.49 |
Gamma | 0.00 |
Vega | 2.81 |
Distance to Strike | -6.73 |
Distance to Strike in % | -0.29% |
Average Spread | 6.20% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 333,830 |
Average Sell Volume | 333,829 |
Average Buy Value | 52,165 CHF |
Average Sell Value | 55,504 CHF |
Spreads Availability Ratio | 99.86% |
Quote Availability | 99.86% |