SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.330 | ||||
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 | CH1371034203 |
Valor | 137103420 |
Symbol | JPY2DZ |
Strike | 0.0055 CHF |
Type | Warrants |
Type | Bear |
Ratio | 0.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | European |
Currency | Swiss Franc |
First Trading Date | 09/10/2024 |
Date of maturity | 30/12/2025 |
Last trading day | 19/12/2025 |
Settlement Type | Cash payout |
IRS 871m | Not applicable |
Currency safeguarded | No |
Pricing | Dirty |
Issuer | Zürcher Kantonalbank |
Intrinsic value | 0.14 |
Time value | 0.22 |
Implied volatility | 0.10% |
Leverage | 19.10 |
Delta | -0.63 |
Gamma | 1,857.42 |
Vega | 0.00 |
Distance to Strike | -0.00 |
Distance to Strike in % | -1.30% |
Average Spread | 3.16% |
Last Best Bid Price | 0.33 CHF |
Last Best Ask Price | 0.34 CHF |
Last Best Bid Volume | 175,000 |
Last Best Ask Volume | 175,000 |
Average Buy Volume | 175,000 |
Average Sell Volume | 175,000 |
Average Buy Value | 54,556 CHF |
Average Sell Value | 56,306 CHF |
Spreads Availability Ratio | 99.77% |
Quote Availability | 99.77% |