SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.400 | ||||
Diff. absolute / % | -0.01 | -2.50% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338495950 |
Valor | 133849595 |
Symbol | VNAO0Z |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 10.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 25/04/2024 |
Date of maturity | 28/03/2025 |
Last trading day | 21/03/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Implied volatility | 0.37% |
Leverage | 4.21 |
Delta | 0.55 |
Gamma | 0.04 |
Vega | 0.11 |
Distance to Strike | 0.18 |
Distance to Strike in % | 0.60% |
Average Spread | 2.43% |
Last Best Bid Price | 0.39 CHF |
Last Best Ask Price | 0.40 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 126,564 |
Average Sell Volume | 126,564 |
Average Buy Value | 51,525 CHF |
Average Sell Value | 52,791 CHF |
Spreads Availability Ratio | 99.23% |
Quote Availability | 99.23% |