SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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14.02.25
11:38:00 |
![]() |
0.400
|
0.410
|
CHF |
Volume |
63,000
|
63,000
|
Closing prev. day | 0.410 | ||||
Diff. absolute / % | -0.01 | -2.44% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH1338511863 |
Valor | 133851186 |
Symbol | ZAL1RZ |
Strike | 30.00 EUR |
Type | Warrants |
Type | Bull |
Ratio | 25.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 26/06/2024 |
Date of maturity | 27/06/2025 |
Last trading day | 20/06/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Clean |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.37 |
Time value | 0.03 |
Implied volatility | 0.46% |
Leverage | 3.72 |
Delta | 0.95 |
Gamma | 0.02 |
Vega | 0.02 |
Distance to Strike | -9.28 |
Distance to Strike in % | -23.63% |
Average Spread | 2.50% |
Last Best Bid Price | 0.41 CHF |
Last Best Ask Price | 0.42 CHF |
Last Best Bid Volume | 63,000 |
Last Best Ask Volume | 63,000 |
Average Buy Volume | 68,583 |
Average Sell Volume | 68,583 |
Average Buy Value | 27,121 CHF |
Average Sell Value | 27,807 CHF |
Spreads Availability Ratio | 99.39% |
Quote Availability | 99.39% |