Symbol: IDIAPZ
Underlyings: Idorsia AG
ISIN: CH0447803989
Zürcher Kantonalbank



SIX Structured Products trading

SIX Structured Products Bid Ask Notation
Please note that data is only available after start of trading.


Closing prev. day 0.015
Diff. absolute / % 0.00 0.00%

Determined prices

Last Price 0.020 Volume 22,000
Time 12:34:30 Date 21/10/2020

More Product Information

Core Data

Name Call-Warrant
ISIN CH0447803989
Valor 44780398
Strike 30.00 CHF
Type Warrants
Type Bull
Ratio 10.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 11/09/2019
Date of maturity 18/12/2020
Last trading day 18/12/2020
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Zürcher Kantonalbank


Name Idorsia AG
ISIN CH0363463438
Price 23.16 CHF
Date 21/10/20 17:30
Ratio 10.00

Key data

Ask Price (basis for calculation) 0.0200
Calculated price of underlying 23.4400
Premium 28.84%
Premium p.a. 402.31%
Break-even point 30.20 CHF
Time value 0.02
Implied volatility 45.90%
Leverage 4.95
Delta 0.04
Gamma 0.03
Vega 0.01
Distance to Strike -6.56
Distance to Strike in % -27.99%

market maker quality Date: 20/10/2020

Average Spread 54.67%
Last Best Bid Price 0.02 CHF
Last Best Ask Price 0.02 CHF
Last Best Bid Volume 1,000,000
Last Best Ask Volume 250,000
Average Buy Volume 1,000,000
Average Sell Volume 250,000
Average Buy Value 12,505 CHF
Average Sell Value 4,777 CHF
Spreads Availability Ratio 100.00%
Quote Availability 100.00%

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