SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 0.730 | ||||
Diff. absolute / % | -0.53 | -42.06% |
Last Price | 1.200 | Volume | 18,000 | |
Time | 15:19:53 | Date | 26/01/2021 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
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 |
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% |
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% |