SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.150 | ||||
Diff. absolute / % | -0.01 | -6.25% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1338497634 |
Valor | 133849763 |
Symbol | RMSDBZ |
Strike | 2,000.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 497.76 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 07/05/2024 |
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 | 0.30% |
Leverage | 4.75 |
Delta | -0.15 |
Gamma | 0.00 |
Vega | 4.00 |
Distance to Strike | 283.00 |
Distance to Strike in % | 12.40% |
Average Spread | 6.45% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.16 CHF |
Last Best Bid Volume | 1 |
Last Best Ask Volume | 1 |
Average Buy Volume | 1 |
Average Sell Volume | 1 |
Average Buy Value | 0 CHF |
Average Sell Value | 0 CHF |
Spreads Availability Ratio | 99.85% |
Quote Availability | 99.85% |