SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Price
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23.04.21
08:37:00 |
![]() |
0.015
|
0.020
|
CHF |
Volume |
1.00 m.
|
250,000
|
Closing prev. day | 0.020 | ||||
Diff. absolute / % | - | 0.00% |
Last Price | - | Volume | - | |
Time | - | Date | - |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Call-Warrant |
ISIN | CH0506980744 |
Valor | 50698074 |
Symbol | ROGCNZ |
Strike | 360.00 CHF |
Type | Warrants |
Type | Bull |
Ratio | 50.00 |
SVSP Code | 2100 |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First listing date | 20/02/2020 |
Date of maturity | 18/06/2021 |
Last trading day | 18/06/2021 |
Settlement Type | Keine Angabe |
IRS 871m | Not available |
Currency safeguarded | No |
Pricing | Keine Angabe |
Issuer | Zürcher Kantonalbank |
Break-even point | 373.50 CHF |
Implied volatility | 0.26% |
Leverage | 0.54 |
Delta | 0.00 |
Gamma | 0.00 |
Vega | 0.01 |
Distance to Strike | -49.60 |
Distance to Strike in % | -15.98% |
Average Spread | 28.57% |
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 | 15,000 CHF |
Average Sell Value | 5,000 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |