SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.110 | ||||
Diff. absolute / % | 0.01 | +10.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338495729 |
Valor | 133849572 |
Symbol | SU0KHZ |
Strike | 200.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 40.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
Date of maturity | 27/09/2024 |
Last trading day | 20/09/2024 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.33% |
Leverage | 4.60 |
Delta | -0.09 |
Gamma | 0.01 |
Vega | 0.22 |
Distance to Strike | 32.85 |
Distance to Strike in % | 14.11% |
Average Spread | 10.29% |
Last Best Bid Price | 0.10 CHF |
Last Best Ask Price | 0.11 CHF |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 556,349 |
Average Sell Volume | 353,012 |
Average Buy Value | 51,270 CHF |
Average Sell Value | 36,499 CHF |
Spreads Availability Ratio | 99.85% |
Quote Availability | 99.85% |