Call-Warrant

Symbol: ROSADZ
Underlyings: Zur Rose Group AG
ISIN: CH0507002662
Issuer:
Zürcher Kantonalbank
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SIX Structured Products trading

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

Performance

Closing prev. day 0.730
Diff. absolute / % -0.53 -42.06%

Determined prices

Last Price 1.200 Volume 18,000
Time 15:19:53 Date 26/01/2021

More Product Information

Core Data

Name Call-Warrant
ISIN CH0507002662
Valor 50700266
Symbol ROSADZ
Strike 360.00 CHF
Type Warrants
Type Bull
Ratio 80.00
SVSP Code 2100
COSI Product No
Exercise type American
Currency Swiss Franc
First listing date 17/12/2020
Date of maturity 19/03/2021
Last trading day 19/03/2021
Settlement Type Keine Angabe
IRS 871m Not available
Currency safeguarded No
Pricing Keine Angabe
Issuer Zürcher Kantonalbank

Underlyings

Name Zur Rose Group AG
ISIN CH0042615283
Price 402.00 CHF
Date 27/01/21 17:31
Ratio 80.00

Key data

Intrinsic value 0.48
Time value 0.25
Implied volatility 0.64%
Leverage 5.50
Delta 0.80
Gamma 0.01
Vega 0.42
Distance to Strike 38.00
Distance to Strike in % 9.55%

market maker quality Date: 26/01/2021

Average Spread 0.84%
Last Best Bid Price 1.26 CHF
Last Best Ask Price 1.27 CHF
Last Best Bid Volume 50,000
Last Best Ask Volume 50,000
Average Buy Volume 49,955
Average Sell Volume 50,000
Average Buy Value 59,257 CHF
Average Sell Value 59,811 CHF
Spreads Availability Ratio 99.22%
Quote Availability 99.22%

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