SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.160 | ||||
Diff. absolute / % | 0.00 | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Put-Warrant |
ISIN | CH1371019923 |
Valor | 137101992 |
Symbol | UBIMLZ |
Strike | 16.00 EUR |
Type | Warrants |
Type | Bear |
Ratio | 20.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 04/09/2024 |
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 |
Intrinsic value | 0.13 |
Time value | 0.04 |
Implied volatility | 1.07% |
Leverage | 3.58 |
Delta | -0.85 |
Gamma | 0.12 |
Vega | 0.01 |
Distance to Strike | -2.50 |
Distance to Strike in % | -18.52% |
Average Spread | 12.38% |
Last Best Bid Price | 0.15 CHF |
Last Best Ask Price | 0.17 CHF |
Last Best Bid Volume | 350,000 |
Last Best Ask Volume | 350,000 |
Average Buy Volume | 345,835 |
Average Sell Volume | 345,835 |
Average Buy Value | 52,422 CHF |
Average Sell Value | 59,338 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |