Call-Warrant

Symbol: ABBCCZ
Underlyings: ABB N
ISIN: CH0392734478
Issuer:
Zürcher Kantonalbank
Trade

Chart

    
    

SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Price Time-delayed price
23/08/19
09:15:14
0.001
0.015
CHF
Volume
25,000
25,000

Performance

Closing prev. day 0.010
Diff. absolute / % -0.01 -90.00%

Determined prices

Last Price 0.010 Volume 12,000
Time 12:09:12 Date 12/08/2019

More Product Information

Core Data

Name Call-Warrant
ISIN CH0392734478
Valor 39273447
Symbol ABBCCZ
Strike 20.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 06/11/2018
Date of maturity 20/09/2019
Last trading day 20/09/2019
Settlement Type Physical delivery
IRS 871m Not available
Currency safeguarded No
Pricing Not specified
Issuer Zürcher Kantonalbank

Underlyings

Name ABB N
ISIN CH0012221716
Price 18.515 CHF
Date 23/08/19 11:11
Ratio 10.00

Key data

Ask Price (basis for calculation) 0.0150
Calculated price of underlying 18.4850
Premium 9.01%
Premium p.a. 212.93%
Break-even point 20.15 CHF
Time value 0.02
Implied volatility 31.25%
Leverage 8.22
Delta 0.07
Gamma 0.13
Vega 0.01
Distance to Strike -1.72
Distance to Strike in % -9.38%

market maker quality Date: 22/08/2019

Average Spread 175.00%
Last Best Bid Price 0.00 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 25,000
Average Buy Volume 28,115
Average Sell Volume 25,000
Average Buy Value 28 CHF
Average Sell Value 375 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

Please wait...
The data push was deactivated due to a timeout. Please click "Refresh page" to continue.