SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.470 | ||||
Diff. absolute / % | -0.02 | -4.26% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338497600 |
Valor | 133849760 |
Symbol | GLEQ8Z |
Strike | 25.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 5.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/05/2024 |
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 |
Implied volatility | 0.18% |
Leverage | 10.17 |
Delta | 0.84 |
Gamma | 0.10 |
Vega | 0.02 |
Distance to Strike | -2.26 |
Distance to Strike in % | -8.31% |
Average Spread | 2.13% |
Last Best Bid Price | 0.46 CHF |
Last Best Ask Price | 0.47 CHF |
Last Best Bid Volume | 125,000 |
Last Best Ask Volume | 125,000 |
Average Buy Volume | 124,850 |
Average Sell Volume | 124,850 |
Average Buy Value | 57,877 CHF |
Average Sell Value | 59,126 CHF |
Spreads Availability Ratio | 99.85% |
Quote Availability | 99.85% |